--- inference: false pipeline_tag: sentence-similarity tags: - sentence-transformers - feature-extraction - sentence-similarity - transformers ---

FinISH (Finance-Identifying Sroberta for Hypernyms)

We present FinISH, a [SRoBERTa](https://huggingface.co/sentence-transformers/nli-roberta-base-v2) base model fine-tuned on the [FIBO ontology](https://spec.edmcouncil.org/fibo/) dataset for domain-specific representation learning on the [**Semantic Search**](https://www.sbert.net/examples/applications/semantic-search/README.html) downstream task. The model is an implementation of the following paper: [Yseop at FinSim-3 Shared Task 2021: Specializing Financial Domain Learning with Phrase Representations](https://arxiv.org/abs/2108.09485) ## SRoBERTa Model Architecture Sentence-RoBERTa (SRoBERTa) is a modification of the pretrained RoBERTa network that uses siamese and triplet network structures to derive semantically meaningful sentence embeddings that can be compared using cosine-similarity. This reduces the effort for finding the most similar pair from 65 hours with RoBERTa to about 5 seconds with SRoBERTa, while maintaining the accuracy from RoBERTa. SRoBERTa has been evaluated on common STS tasks and transfer learning tasks, where it outperforms other state-of-the-art sentence embeddings methods. Paper: [Sentence-BERT: Sentence Embeddings using Siamese BERT-Networks](https://arxiv.org/pdf/1908.10084.pdf). Authors: *Nils Reimers and Iryna Gurevych*. ## Details on the downstream task (Semantic Search for Text Classification) The objective of this task is to correctly classify a given term in the financial domain according to its prototypical hypernym in a list of available hypernyms: * Bonds * Forward * Funds * Future * MMIs (Money Market Instruments) * Option * Stocks * Swap * Equity Index * Credit Index * Securities restrictions * Parametric schedules * Debt pricing and yields * Credit Events * Stock Corporation * Central Securities Depository * Regulatory Agency This kind-based approach relies on identifying the closest hypernym semantically to the given term (even if they possess common properties with other hypernyms). #### Data Description The data is a scraped list of term definitions from the FIBO ontology website where each definition has been mapped to its closest hypernym from the proposed labels. For multi-sentence definitions, we applied sentence-splitting by punctuation delimiters. We also applied lowercase transformation on all input data. #### Data Instances The dataset contains a label representing the hypernym of the given definition. ```json { 'label': 'bonds', 'definition': 'callable convertible bond is a kind of callable bond, convertible bond.' } ``` #### Data Fields **label**: Can be one of the 17 predefined hypernyms. **definition**: Financial term definition relating to a concept or object in the financial domain. #### Data Splits The data contains training data with **317101** entries. #### Test set metrics The representational learning model is evaluated on a representative test set with 20% of the entries. The test set is scored based on the following metrics: * Average Accuracy * Mean Rank (position of the correct label in a set of 5 model predictions) We evaluate FinISH according to these metrics, where it outperforms other state-of-the-art sentence embeddings methods in this task. * Average Accuracy: **0.73** * Mean Rank: **1.61** ## Usage (Sentence-Transformers) Using this model becomes easy when you have [sentence-transformers](https://www.SBERT.net) installed: ``` git clone https://github.com/huggingface/transformers.git pip install -q ./transformers pip install -U sentence-transformers ``` Then you can use the model like this: ```python from sentence_transformers import SentenceTransformer, util import torch model = SentenceTransformer('yseop/roberta-base-finance-hypernym-identification') # Our corpus containing the list of hypernym labels hypernyms = ['Bonds', \t\t\t'Forward', \t\t\t'Funds', \t\t\t'Future', \t\t\t'MMIs', \t\t\t'Option', \t\t\t'Stocks', \t\t\t'Swap', \t\t\t'Equity Index', \t\t\t'Credit Index', \t\t\t'Securities restrictions', \t\t\t'Parametric schedules', \t\t\t'Debt pricing and yields', \t\t\t'Credit Events', \t\t\t'Stock Corporation', \t\t\t'Central Securities Depository', \t\t\t'Regulatory Agency'] hypernym_embeddings = model.encode(hypernyms, convert_to_tensor=True) # Query sentences are financial terms to match to the predefined labels queries = ['Convertible bond', 'weighted average coupon', 'Restriction 144-A'] # Find the closest 5 hypernyms of the corpus for each query sentence based on cosine similarity top_k = min(5, len(hypernyms)) for query in queries: query_embedding = model.encode(query, convert_to_tensor=True) # We use cosine-similarity and torch.topk to find the highest 5 scores cos_scores = util.pytorch_cos_sim(query_embedding, hypernym_embeddings)[0] top_results = torch.topk(cos_scores, k=top_k) print("\ \ ======================\ \ ") print("Query:", query) print("\ Top 5 most similar hypernyms:") for score, idx in zip(top_results[0], top_results[1]): print(hypernyms[idx], "(Score: {:.4f})".format(score)) ``` ## Usage (HuggingFace Transformers) Without [sentence-transformers](https://www.SBERT.net), you can use the model like this: First, you pass your input through the transformer model, then you have to apply the right pooling-operation on-top of the contextualized word embeddings. ```python from transformers import AutoTokenizer, AutoModel import torch #Mean Pooling - Take attention mask into account for correct averaging def mean_pooling(model_output, attention_mask): token_embeddings = model_output[0] #First element of model_output contains all token embeddings input_mask_expanded = attention_mask.unsqueeze(-1).expand(token_embeddings.size()).float() return torch.sum(token_embeddings * input_mask_expanded, 1) / torch.clamp(input_mask_expanded.sum(1), min=1e-9) # Query sentences are financial terms to match to the predefined labels queries = ['Convertible bond', 'weighted average coupon', 'Restriction 144-A'] # Load model from HuggingFace Hub tokenizer = AutoTokenizer.from_pretrained('yseop/roberta-base-finance-hypernym-identification') model = AutoModel.from_pretrained('yseop/roberta-base-finance-hypernym-identification') # Tokenize sentences encoded_input = tokenizer(queries, padding=True, truncation=True, return_tensors='pt') # Compute token embeddings with torch.no_grad(): model_output = model(**encoded_input) # Perform pooling query_embeddings = mean_pooling(model_output, encoded_input['attention_mask']) print("Query embeddings:") print(query_embeddings) ``` **Created by:** [Yseop](https://www.yseop.com/) | Pioneer in Natural Language Generation (NLG) technology. Scaling human expertise through Natural Language Generation.