Multi-source Transfer Learning of Time Series with a Shapelet-based Distance Measure

Transfer learning is an effective technique for addressing data scarcity in deep learning for time series classification, but its success depends on the selection of source datasets. Conventional transferability estimation methods are often computationally expensive, as they require fully pre-training a model on each potential source dataset to assess its suitability. This paper introduces a novel, training-free source selection method named Shapelet Matching. Our approach first identifies discriminative shapelets from the target and potential source datasets. Then, Shapelet Matching quantifies dataset similarity by comparing the extracted sets of shapelets. To mitigate the risk of negative transfer from selecting an unsuitable single source, we introduce a multi-source transfer learning method. We select several source datasets based on their shapelet-based similarity scores, combine them into a single multi-source dataset, and use this aggregated dataset for pre-training. The model is then fine-tuned on the target task. We evaluated our method on 128 datasets from the UCR Archive using both temporal CNN and Transformer architectures. The empirical results demonstrate that our multi-source pre-training reduces the risk of negative transfer on average. Shapelet Matching achieves the strongest performance for the CNN backbone and remains competitive for patch-based Transformer architectures, while avoiding the cost of pre-training a separate model for every candidate source.