State-of-the-art methods for self-supervised learning (SSL) build representations by maximizing the similarity between different augmented views of a sample. Because these approaches try to match views of the same sample, they can be too myopic and fail to produce meaningful results when augmentations are not sufficiently rich. This motivates the use of the dataset itself to find similar, yet distinct, samples to serve as views for one another. In this paper, we introduce Mine Your Own vieW (MYOW), a new approach for building across-sample prediction into SSL. The idea behind our approach is to actively mine views, finding samples that are close in the representation space of the network, and then predict, from one samples latent representation, the representation of a nearby sample. In addition to showing the promise of MYOW on standard datasets used in computer vision, we highlight the power of this idea in a novel application in neuroscience where rich augmentations are not already established. When applied to neural datasets, MYOW outperforms other self-supervised approaches in all examples (in some cases by more than 10%), and surpasses the supervised baseline for most datasets. By learning to predict the latent representation of similar samples, we show that it is possible to learn good representations in new domains where augmentations are still limited.