Examining the Effect of Pre-training on Time Series Classification
Abstract
Although the pre-training followed by fine-tuning paradigm is used extensively in many fields, there is still some controversy surrounding the impact of pre-training on the fine-tuning process. Currently, experimental findings based on text and image data lack consensus. To delve deeper into the unsupervised pre-training followed by fine-tuning paradigm, we have extended previous research to a new modality: time series. In this study, we conducted a thorough examination of 150 classification datasets derived from the Univariate Time Series (UTS) and Multivariate Time Series (MTS) benchmarks. Our analysis reveals several key conclusions. (i) Pre-training can only help improve the optimization process for models that fit the data poorly, rather than those that fit the data well. (ii) Pre-training does not exhibit the effect of regularization when given sufficient training time. (iii) Pre-training can only speed up convergence if the model has sufficient ability to fit the data. (iv) Adding more pre-training data does not improve generalization, but it can strengthen the advantage of pre-training on the original data volume, such as faster convergence. (v) While both the pre-training task and the model structure determine the effectiveness of the paradigm on a given dataset, the model structure plays a more significant role.
Cite
@article{arxiv.2309.05256,
title = {Examining the Effect of Pre-training on Time Series Classification},
author = {Jiashu Pu and Shiwei Zhao and Ling Cheng and Yongzhu Chang and Runze Wu and Tangjie Lv and Rongsheng Zhang},
journal= {arXiv preprint arXiv:2309.05256},
year = {2023}
}