Fault diagnosis based on vibration signals in active magnetic bearing-rotor systems is an important research topic. However, it is difficult to obtain discriminative features to represent faults due to the nonlinear and non stationary characteristics of the vibration signals and diverse sources of failures. Hence, this paper proposes a novel end-to-end learning mechanism of multi-sensor data fusion to learn fault representation based on the structural characteristics of active magnetic bearings. Taking the five displacement sensors of active magnetic bearing as signal sources, generalized shaft orbits are constructed and converted into discrete 2D images. Based these 2D images, a multi-branch convolutional neural network is designed to achieve high discriminative features and fault types. The experiments are performed on the rig supported by active magnetic bearings, and the effectiveness of the proposed algorithm is verified, proving it suitability in cases with changing rotating speeds and sample lengths.