pwc-archive/papers-with-abstracts huggingface dataset:
Probing Classifiers are Unreliable for Concept Removal and Detection
Authors: Abhinav Kumar, Chenhao Tan, Amit Sharma
Date: 2022-07-08 00:00:00
Tasks: Fairness

Neural network models trained on text data have been found to encode undesirable linguistic or sensitive concepts in their representation. Removing such concepts is non-trivial because of a complex relationship between the concept, text input, and the learnt representation. Recent work has proposed post-hoc and adversarial methods to remove such unwanted concepts from a model's representation. Through an extensive theoretical and empirical analysis, we show that these methods can be counter-productive: they are unable to remove the concepts entirely, and in the worst case may end up destroying all task-relevant features. The reason is the methods' reliance on a probing classifier as a proxy for the concept. Even under the most favorable conditions for learning a probing classifier when a concept's relevant features in representation space alone can provide 100% accuracy, we prove that a probing classifier is likely to use non-concept features and thus post-hoc or adversarial methods will fail to remove the concept correctly. These theoretical implications are confirmed by experiments on models trained on synthetic, Multi-NLI, and Twitter datasets. For sensitive applications of concept removal such as fairness, we recommend caution against using these methods and propose a spuriousness metric to gauge the quality of the final classifier.
Modeling and Predicting Transistor Aging under Workload Dependency using Machine Learning
Authors: Paul R. Genssler, Hamza E. Barkam, Karthik Pandaram, Mohsen Imani, Hussam Amrouch
Date: 2022-07-08 00:00:00
Tasks: BIG-bench Machine Learning

The pivotal issue of reliability is one of colossal concern for circuit designers. The driving force is transistor aging, dependent on operating voltage and workload. At the design time, it is difficult to estimate close-to-the-edge guardbands that keep aging effects during the lifetime at bay. This is because the foundry does not share its calibrated physics-based models, comprised of highly confidential technology and material parameters. However, the unmonitored yet necessary overestimation of degradation amounts to a performance decline, which could be preventable. Furthermore, these physics-based models are exceptionally computationally complex. The costs of modeling millions of individual transistors at design time can be evidently exorbitant. We propose the revolutionizing prospect of a machine learning model trained to replicate the physics-based model, such that no confidential parameters are disclosed. This effectual workaround is fully accessible to circuit designers for the purposes of design optimization. We demonstrate the models' ability to generalize by training on data from one circuit and applying it successfully to a benchmark circuit. The mean relative error is as low as 1.7%, with a speedup of up to 20X. Circuit designers, for the first time ever, will have ease of access to a high-precision aging model, which is paramount for efficient designs. This work is a promising step in the direction of bridging the wide gulf between the foundry and circuit designers.
Models Out of Line: A Fourier Lens on Distribution Shift Robustness
Authors: Sara Fridovich-Keil, Brian R. Bartoldson, James Diffenderfer, Bhavya Kailkhura, Peer-Timo Bremer
Date: 2022-07-08 00:00:00
Tasks: Data Augmentation

Improving the accuracy of deep neural networks (DNNs) on out-of-distribution (OOD) data is critical to an acceptance of deep learning (DL) in real world applications. It has been observed that accuracies on in-distribution (ID) versus OOD data follow a linear trend and models that outperform this baseline are exceptionally rare (and referred to as "effectively robust"). Recently, some promising approaches have been developed to improve OOD robustness: model pruning, data augmentation, and ensembling or zero-shot evaluating large pretrained models. However, there still is no clear understanding of the conditions on OOD data and model properties that are required to observe effective robustness. We approach this issue by conducting a comprehensive empirical study of diverse approaches that are known to impact OOD robustness on a broad range of natural and synthetic distribution shifts of CIFAR-10 and ImageNet. In particular, we view the "effective robustness puzzle" through a Fourier lens and ask how spectral properties of both models and OOD data influence the corresponding effective robustness. We find this Fourier lens offers some insight into why certain robust models, particularly those from the CLIP family, achieve OOD robustness. However, our analysis also makes clear that no known metric is consistently the best explanation (or even a strong explanation) of OOD robustness. Thus, to aid future research into the OOD puzzle, we address the gap in publicly-available models with effective robustness by introducing a set of pretrained models--RobustNets--with varying levels of OOD robustness.
A note on VIX for postprocessing quantitative strategies
Authors: Jun Lu, Minhui Wu
Date: 2022-07-08 00:00:00

In this note, we introduce how to use Volatility Index (VIX) for postprocessing quantitative strategies so as to increase the Sharpe ratio and reduce trading risks. The signal from this procedure is an indicator of trading or not on a daily basis. Finally, we analyze this procedure on SH510300 and SH510050 assets. The strategies are evaluated by measurements of Sharpe ratio, max drawdown, and Calmar ratio. However, there is always a risk of loss in trading. The results from the tests are just examples of how the method works; no claim is made on the suggestion of real market positions.
Learning Mutual Fund Categorization using Natural Language Processing
Authors: Dimitrios Vamvourellis, Mate Attila Toth, Dhruv Desai, Dhagash Mehta, Stefano Pasquali
Date: 2022-07-11 00:00:00
Tasks: Multi-class Classification

Categorization of mutual funds or Exchange-Traded-funds (ETFs) have long served the financial analysts to perform peer analysis for various purposes starting from competitor analysis, to quantifying portfolio diversification. The categorization methodology usually relies on fund composition data in the structured format extracted from the Form N-1A. Here, we initiate a study to learn the categorization system directly from the unstructured data as depicted in the forms using natural language processing (NLP). Positing as a multi-class classification problem with the input data being only the investment strategy description as reported in the form and the target variable being the Lipper Global categories, and using various NLP models, we show that the categorization system can indeed be learned with high accuracy. We discuss implications and applications of our findings as well as limitations of existing pre-trained architectures in applying them to learn fund categorization.
Supervised similarity learning for corporate bonds using Random Forest proximities
Authors: Jerinsh Jeyapaulraj, Dhruv Desai, Peter Chu, Dhagash Mehta, Stefano Pasquali, Philip Sommer
Date: 2022-07-10 00:00:00
Tasks: Management, Metric Learning

Financial literature consists of ample research on similarity and comparison of financial assets and securities such as stocks, bonds, mutual funds, etc. However, going beyond correlations or aggregate statistics has been arduous since financial datasets are noisy, lack useful features, have missing data and often lack ground truth or annotated labels. However, though similarity extrapolated from these traditional models heuristically may work well on an aggregate level, such as risk management when looking at large portfolios, they often fail when used for portfolio construction and trading which require a local and dynamic measure of similarity on top of global measure. In this paper we propose a supervised similarity framework for corporate bonds which allows for inference based on both local and global measures. From a machine learning perspective, this paper emphasis that random forest (RF), which is usually viewed as a supervised learning algorithm, can also be used as a similarity learning (more specifically, a distance metric learning) algorithm. In addition, this framework proposes a novel metric to evaluate similarities, and analyses other metrics which further demonstrate that RF outperforms all other methods experimented with, in this work.
Dealing with multi-currency inventory risk in FX cash markets
Authors: Alexander Barzykin, Philippe Bergault, Olivier Guéant
Date: 2022-07-08 00:00:00

In FX cash markets, market makers provide liquidity to clients for a wide variety of currency pairs. Because of flow uncertainty and market volatility, they face inventory risk. To mitigate this risk, they typically skew their prices to attract or divert the flow and trade with their peers on the dealer-to-dealer segment of the market for hedging purposes. This paper offers a mathematical framework to FX dealers willing to maximize their expected profit while controlling their inventory risk. Approximation techniques are proposed which make the framework scalable to any number of currency pairs.
The Lepto-Variance of Stock Returns
Authors: Vassilis Polimenis
Date: 2022-06-29 00:00:00
Tasks: regression

The Regression Tree (RT) sorts the samples using a specific feature and finds the split point that produces the maximum variance reduction from a node to its children. Our key observation is that the best factor to use (in terms of MSE drop) is always the target itself, as this most clearly separates the target. Thus using the target as the splitting factor provides an upper bound on MSE drop (or lower bound on the residual children MSE). Based on this observation, we define the k-bit lepto-variance ${\lambda}k^2$ of a target variable (or equivalently the lepto-variance at a specific depth k) as the variance that cannot be removed by any regression tree of a depth equal to k. As the upper bound performance for any feature, we believe ${\lambda}k^2$ to be an interesting statistical concept related to the underlying structure of the sample as it quantifies the resolving power of the RT for the sample. The max variance that may be explained using RTs of depth up to k is called the sample k-bit macro-variance. At any depth, total sample variance is thus decomposed into lepto-variance ${\lambda}^2$ and macro-variance ${\mu}^2$. We demonstrate the concept, by performing 1- and 2-bit RT based lepto-structure analysis for daily IBM stock returns.
A description of Turkish Discourse Bank 1.2 and an examination of common dependencies in Turkish discourse
Authors: Deniz Zeyrek, Mustafa Erolcan Er
Date: 2022-07-11 00:00:00
Tasks: Discourse Parsing

We describe Turkish Discourse Bank 1.2, the latest version of a discourse corpus annotated for explicitly or implicitly conveyed discourse relations, their constitutive units, and senses in the Penn Discourse Treebank style. We present an evaluation of the recently added tokens and examine three commonly occurring dependency patterns that hold among the constitutive units of a pair of adjacent discourse relations, namely, shared arguments, full embedding and partial containment of a discourse relation. We present three major findings: (a) implicitly conveyed relations occur more often than explicitly conveyed relations in the data; (b) it is much more common for two adjacent implicit discourse relations to share an argument than for two adjacent explicit relations to do so; (c) both full embedding and partial containment of discourse relations are pervasive in the corpus, which can be partly due to subordinator connectives whose preposed subordinate clause tends to be selected together with the matrix clause rather than being selected alone. Finally, we briefly discuss the implications of our findings for Turkish discourse parsing.
Embedding Recycling for Language Models
Authors: Jon Saad-Falcon, Amanpreet Singh, Luca Soldaini, Mike D'Arcy, Arman Cohan, Doug Downey
Date: 2022-07-11 00:00:00
Tasks: Question Answering, Text Classification

Real-world applications of neural language models often involve running many different models over the same corpus. The high computational cost of these runs has led to interest in techniques that can reuse the contextualized embeddings produced in previous runs to speed training and inference of future ones. We refer to this approach as embedding recycling (ER). While multiple ER techniques have been proposed, their practical effectiveness is still unknown because existing evaluations consider very few models and do not adequately account for overhead costs. We perform an extensive evaluation of ER across eight different models (17 to 900 million parameters) and fourteen tasks in English. We show how a simple ER technique that caches activations from an intermediate layer of a pretrained model, and learns task-specific adapters on the later layers, is broadly effective. For the best-performing baseline in our experiments (DeBERTa-v2 XL), adding a precomputed cache results in a >90% speedup during training and 87-91% speedup for inference, with negligible impact on accuracy. Our analysis reveals important areas of future work.
TArC: Tunisian Arabish Corpus First complete release
Authors: Elisa Gugliotta, Marco Dinarelli
Date: 2022-07-11 00:00:00
Tasks: Lemmatization, POS, POS Tagging, Transliteration

In this paper we present the final result of a project on Tunisian Arabic encoded in Arabizi, the Latin-based writing system for digital conversations. The project led to the creation of two integrated and independent resources: a corpus and a NLP tool created to annotate the former with various levels of linguistic information: word classification, transliteration, tokenization, POS-tagging, lemmatization. We discuss our choices in terms of computational and linguistic methodology and the strategies adopted to improve our results. We report on the experiments performed in order to outline our research path. Finally, we explain why we believe in the potential of these resources for both computational and linguistic researches. Keywords: Tunisian Arabizi, Annotated Corpus, Neural Network Architecture
GMN: Generative Multi-modal Network for Practical Document Information Extraction
Authors: Haoyu Cao, Jiefeng Ma, Antai Guo, Yiqing Hu, Hao liu, Deqiang Jiang, Yinsong Liu, Bo Ren
Date: 2022-07-11 00:00:00
Proceeding: NAACL 2022 7
Tasks: Optical Character Recognition (OCR)

Document Information Extraction (DIE) has attracted increasing attention due to its various advanced applications in the real world. Although recent literature has already achieved competitive results, these approaches usually fail when dealing with complex documents with noisy OCR results or mutative layouts. This paper proposes Generative Multi-modal Network (GMN) for real-world scenarios to address these problems, which is a robust multi-modal generation method without predefined label categories. With the carefully designed spatial encoder and modal-aware mask module, GMN can deal with complex documents that are hard to serialized into sequential order. Moreover, GMN tolerates errors in OCR results and requires no character-level annotation, which is vital because fine-grained annotation of numerous documents is laborious and even requires annotators with specialized domain knowledge. Extensive experiments show that GMN achieves new state-of-the-art performance on several public DIE datasets and surpasses other methods by a large margin, especially in realistic scenes.
CAMS: An Annotated Corpus for Causal Analysis of Mental Health Issues in Social Media Posts
Authors: Muskan Garg, Chandni Saxena, Veena Krishnan, Ruchi Joshi, Sriparna Saha, Vijay Mago, Bonnie J Dorr
Date: 2022-07-11 00:00:00
Proceeding: LREC 2022 6

Research community has witnessed substantial growth in the detection of mental health issues and their associated reasons from analysis of social media. We introduce a new dataset for Causal Analysis of Mental health issues in Social media posts (CAMS). Our contributions for causal analysis are two-fold: causal interpretation and causal categorization. We introduce an annotation schema for this task of causal analysis. We demonstrate the efficacy of our schema on two different datasets: (i) crawling and annotating 3155 Reddit posts and (ii) re-annotating the publicly available SDCNL dataset of 1896 instances for interpretable causal analysis. We further combine these into the CAMS dataset and make this resource publicly available along with associated source code: https://github.com/drmuskangarg/CAMS. We present experimental results of models learned from CAMS dataset and demonstrate that a classic Logistic Regression model outperforms the next best (CNN-LSTM) model by 4.9\% accuracy.
SummScore: A Comprehensive Evaluation Metric for Summary Quality Based on Cross-Encoder
Authors: Wuhang Lin, Shasha Li, Chen Zhang, Bin Ji, Jie Yu, Jun Ma, Zibo Yi
Date: 2022-07-11 00:00:00
Tasks: Diversity, Text Matching, Text Summarization

Text summarization models are often trained to produce summaries that meet human quality requirements. However, the existing evaluation metrics for summary text are only rough proxies for summary quality, suffering from low correlation with human scoring and inhibition of summary diversity. To solve these problems, we propose SummScore, a comprehensive metric for summary quality evaluation based on CrossEncoder. Firstly, by adopting the original-summary measurement mode and comparing the semantics of the original text, SummScore gets rid of the inhibition of summary diversity. With the help of the text-matching pre-training Cross-Encoder, SummScore can effectively capture the subtle differences between the semantics of summaries. Secondly, to improve the comprehensiveness and interpretability, SummScore consists of four fine-grained submodels, which measure Coherence, Consistency, Fluency, and Relevance separately. We use semi-supervised multi-rounds of training to improve the performance of our model on extremely limited annotated data. Extensive experiments show that SummScore significantly outperforms existing evaluation metrics in the above four dimensions in correlation with human scoring. We also provide the quality evaluation results of SummScore on 16 mainstream summarization models for later research.
Topic-Grained Text Representation-based Model for Document Retrieval
Authors: Mengxue Du, Shasha Li, Jie Yu, Jun Ma, Bin Ji, Huijun Liu, Wuhang Lin, Zibo Yi
Date: 2022-07-11 00:00:00
Tasks: Retrieval

Document retrieval enables users to find their required documents accurately and quickly. To satisfy the requirement of retrieval efficiency, prevalent deep neural methods adopt a representation-based matching paradigm, which saves online matching time by pre-storing document representations offline. However, the above paradigm consumes vast local storage space, especially when storing the document as word-grained representations. To tackle this, we present TGTR, a Topic-Grained Text Representation-based Model for document retrieval. Following the representation-based matching paradigm, TGTR stores the document representations offline to ensure retrieval efficiency, whereas it significantly reduces the storage requirements by using novel topicgrained representations rather than traditional word-grained. Experimental results demonstrate that compared to word-grained baselines, TGTR is consistently competitive with them on TREC CAR and MS MARCO in terms of retrieval accuracy, but it requires less than 1/10 of the storage space required by them. Moreover, TGTR overwhelmingly surpasses global-grained baselines in terms of retrieval accuracy.
Myers-Briggs personality classification from social media text using pre-trained language models
Authors: Vitor Garcia dos Santos, Ivandré Paraboni
Date: 2022-07-10 00:00:00
Tasks: Classification, Sentiment Analysis, text-classification, Text Classification, Word Embeddings

In Natural Language Processing, the use of pre-trained language models has been shown to obtain state-of-the-art results in many downstream tasks such as sentiment analysis, author identification and others. In this work, we address the use of these methods for personality classification from text. Focusing on the Myers-Briggs (MBTI) personality model, we describe a series of experiments in which the well-known Bidirectional Encoder Representations from Transformers (BERT) model is fine-tuned to perform MBTI classification. Our main findings suggest that the current approach significantly outperforms well-known text classification models based on bag-of-words and static word embeddings alike across multiple evaluation scenarios, and generally outperforms previous work in the field.
Multilingual Persuasion Detection: Video Games as an Invaluable Data Source for NLP
Authors: Teemu Pöyhönen, Mika Hämäläinen, Khalid Alnajjar
Date: 2022-07-10 00:00:00

Role-playing games (RPGs) have a considerable amount of text in video game dialogues. Quite often this text is semi-annotated by the game developers. In this paper, we extract a multilingual dataset of persuasive dialogue from several RPGs. We show the viability of this data in building a persuasion detection system using a natural language processing (NLP) model called BERT. We believe that video games have a lot of unused potential as a datasource for a variety of NLP tasks. The code and data described in this paper are available on Zenodo.
Human-Centric Research for NLP: Towards a Definition and Guiding Questions
Authors: Bhushan Kotnis, Kiril Gashteovski, Julia Gastinger, Giuseppe Serra, Francesco Alesiani, Timo Sztyler, Ammar Shaker, Na Gong, Carolin Lawrence, Zhao Xu
Date: 2022-07-10 00:00:00

With Human-Centric Research (HCR) we can steer research activities so that the research outcome is beneficial for human stakeholders, such as end users. But what exactly makes research human-centric? We address this question by providing a working definition and define how a research pipeline can be split into different stages in which human-centric components can be added. Additionally, we discuss existing NLP with HCR components and define a series of guiding questions, which can serve as starting points for researchers interested in exploring human-centric research approaches. We hope that this work would inspire researchers to refine the proposed definition and to pose other questions that might be meaningful for achieving HCR.
A Study of Syntactic Multi-Modality in Non-Autoregressive Machine Translation
Authors: Kexun Zhang, Rui Wang, Xu Tan, Junliang Guo, Yi Ren, Tao Qin, Tie-Yan Liu
Date: 2022-07-09 00:00:00
Proceeding: NAACL 2022 7
Tasks: Machine Translation, Translation

It is difficult for non-autoregressive translation (NAT) models to capture the multi-modal distribution of target translations due to their conditional independence assumption, which is known as the "multi-modality problem", including the lexical multi-modality and the syntactic multi-modality. While the first one has been well studied, the syntactic multi-modality brings severe challenge to the standard cross entropy (XE) loss in NAT and is under studied. In this paper, we conduct a systematic study on the syntactic multi-modality problem. Specifically, we decompose it into short- and long-range syntactic multi-modalities and evaluate several recent NAT algorithms with advanced loss functions on both carefully designed synthesized datasets and real datasets. We find that the Connectionist Temporal Classification (CTC) loss and the Order-Agnostic Cross Entropy (OAXE) loss can better handle short- and long-range syntactic multi-modalities respectively. Furthermore, we take the best of both and design a new loss function to better handle the complicated syntactic multi-modality in real-world datasets. To facilitate practical usage, we provide a guide to use different loss functions for different kinds of syntactic multi-modality.