SEnsor Alignment for Multivariate Time-Series Unsupervised Domain Adaptation

Unsupervised Domain Adaptation (UDA) methods can reduce label dependency by mitigating the feature discrepancy between labeled samples in a source domain and unlabeled samples in a similar yet shifted target domain. Though achieving good performance, these methods are inapplicable for Multivariate Time-Series (MTS) data. MTS data are collected from multiple sensors, each of which follows various distributions. However, most UDA methods solely focus on aligning global features but cannot consider the distinct distributions of each sensor. To cope with such concerns, a practical domain adaptation scenario is formulated as Multivariate Time-Series Unsupervised Domain Adaptation (MTS-UDA). In this paper, we propose SEnsor Alignment (SEA) for MTS-UDA to reduce the domain discrepancy at both the local and global sensor levels. At the local sensor level, we design the endo-feature alignment to align sensor features and their correlations across domains, whose information represents the features of each sensor and the interactions between sensors. Further, to reduce domain discrepancy at the global sensor level, we design the exo-feature alignment to enforce restrictions on the global sensor features. Meanwhile, MTS also incorporates the essential spatial-temporal dependencies information between sensors, which cannot be transferred by existing UDA methods. Therefore, we model the spatial-temporal information of MTS with a multi-branch self-attention mechanism for simple and effective transfer across domains. Empirical results demonstrate the state-of-the-art performance of our proposed SEA on two public MTS datasets for MTS-UDA. The code is available at https://github.com/Frank-Wang-oss/SEA