The vibration signal of mechanical equipment is non-linear and non-stationary, and it is difficult to fully reflect the operation state of equipment through traditional fixed threshold alarm method. While the early warning method based on multi-feature parameter fusion relies on manual experience to extract features, which is difficult to ensure the accuracy of the extracted features and cannot achieved good early warning effect. To solve this problem, a feature self-learning method based on adversarial auto-encoders is proposed in this paper, which encodes high-dimensional monitoring data in normal state into low-dimensional vectors with certain statistical laws and uses it as a benchmark to detect abnormalities in the operating state of the equipment in time by measuring the difference between the encoded features of real-time monitoring data and the benchmark. The actual application cases of reciprocating compressors show that the proposed method can detect the weak signs of equipment fault at the early stage, and realize early warning. At the same time, by comparing with the Auto-Encoders network-based warning method and the Dirichlet process mixture model-based warning method, It is verified that the method in this paper has more advantages in terms of warning accuracy and warning time.