I will argue that Proust has an interesting and modern perspective on the role and function of memory, based on an early perspective — by which I mean just the first two books.
Midway in book two, the “narrator” is surprised and delighted to receive a letter from Gilberte. (I place the word “narrator” in scare quotes because it is already clear to the reader that the person writing is doing so with a much more sophisticated perspective than would be available to a child or adolescent.) This occurs just before the introduction of the name Albertine; a name one is already certain will be of the highest significance.
One immediate observation is that both the names Gilberte and Albertine appear to an English speaker to be feminised versions of male names (but this may just be an artefact of time in that those were common at the time). More importantly, the name of Albertine is suggested in the way that Gilberte’s signature apparently begins with a G which looks like an A and the l is undotted; together with the way the final e is obscured in a “flourish” such that we could imagine it to be “–ine.”
This cannot be understood by the reader on first pass at least since the name Albertine has not yet at that stage been introduced — though it is about to be — which makes it seem to be something like a “shadow of the future…”
This all seems to tie in with the way “narrator” writes in an impossibly sophisticated way for a child and how all of the relations towards women seem to be similarly obsessive — it looks now as though either Swann relates to Odette in the same way as “narrator” does to Gilberte (and one awaits the arrival of Albertine with interest). Or, more plausibly, as though “narrator” is mapping his later more subtle appreciations on to others or finally — and we are presumably supposed to be talking about memory in In Remembrance of Times Past — to the idea that memory does not record events but is a later fabrication of them with heavy embeddings of later intellect/desire/perceptions which would be a very modern approach.
It is still common to see memory on a photography model: a more-or-less faithful record of actual events. Modern psychology sees it much more along the lines of a later heavily-biased reconstruction. Philosophers have taken varied views; Nietzsche has a particularly modern approach. I discuss this and outline some of the contrasting philosophical views in my thesis: http://discovery.ucl.ac.uk/1421265/
Returning to my “shadow of the future” remark above, we could say — if Albertine turns out to be yet another obsessive love, and perhaps the paradigm case — that “narrator” has painted aspects of that episode on to all previous memories of love affairs including the initial one he apparently had with Gilberte, and even his perceptions/recollections of the one that Swann “must have had” with Odette. That would explain Swann’s readiness to destroy his own social position and consort with the most mediocre people in order to be with her.
Naturally, all of this remains subject to revision depending on subsequent developments, but I think it is already clear that Proust is working with extremely subtle and sophisticated conceptions of memory and identity.