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arXiv 2002.08232cs.LG
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CoLES: Contrastive Learning for Event Sequences with Self-Supervision

AIRI(人工智能研究所);Sber AI Lab(俄罗斯联邦储蓄银行人工智能实验室);MIPT(莫斯科物理技术学院);New York University(纽约大学)

Dmitrii Babaev, Ivan Kireev, Nikita Ovsov, Mariya Ivanova, Gleb Gusev, Ivan Nazarov, Alexander Tuzhilin

英文摘要:

We address the problem of self-supervised learning on discrete event sequences generated by real-world users. Self-supervised learning incorporates complex information from the raw data in low-dimensional fixed-length vector representations that could be easily applied in various downstream machine learning tasks. In this paper, we propose a new method "CoLES", which adapts contrastive learning, previously used for audio and computer vision domains, to the discrete event sequences domain in a self-supervised setting. We deployed CoLES embeddings based on sequences of transactions at the large European financial services company. Usage of CoLES embeddings significantly improves the performance of the pre-existing models on downstream tasks and produces significant financial gains, measured in hundreds of millions of dollars yearly. We also evaluated CoLES on several public event sequences datasets and showed that CoLES representations consistently outperform other methods on different downstream tasks.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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