FinSentenceBERT

FinSentenceBERT

This is a sentence-transformers model: It maps sentences & paragraphs to a 768 dimensional dense vector space and can be used for tasks like clustering or semantic search. The SBERT_AL model is an advanced version of the SBERT (stsb-mpnet-base-v2) model, which is initially a well-trained general-purpose sentence transformer. It is further refined through an active learning algorithm to enhance its performance for financial semantic textual similarity tasks.

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Usage (Sentence-Transformers)

Using this model becomes easy when you have sentence-transformers installed:

pip install -U sentence-transformers

Then you can use the model like this:

from sentence_transformers import SentenceTransformer
sentences = ["This is an example sentence", "Each sentence is converted"]

model = SentenceTransformer('syang687/SBERT_AL')
embeddings = model.encode(sentences)
print(embeddings)

Usage (HuggingFace Transformers)

Without sentence-transformers, 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.

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)


# Sentences we want sentence embeddings for
sentences = ['This is an example sentence', 'Each sentence is converted']

# Load model from HuggingFace Hub
tokenizer = AutoTokenizer.from_pretrained('syang687/SBERT_AL')
model = AutoModel.from_pretrained('syang687/SBERT_AL')

# Tokenize sentences
encoded_input = tokenizer(sentences, padding=True, truncation=True, return_tensors='pt')

# Compute token embeddings
with torch.no_grad():
    model_output = model(**encoded_input)

# Perform pooling. In this case, mean pooling.
sentence_embeddings = mean_pooling(model_output, encoded_input['attention_mask'])

print("Sentence embeddings:")
print(sentence_embeddings)

Training

The model was trained with the parameters:

DataLoader:

torch.utils.data.dataloader.DataLoader of length 168 with parameters:

{'batch_size': 16, 'sampler': 'torch.utils.data.sampler.RandomSampler', 'batch_sampler': 'torch.utils.data.sampler.BatchSampler'}

Loss:

sentence_transformers.losses.CosineSimilarityLoss.CosineSimilarityLoss

Parameters of the fit()-Method:

{
    "epochs": 2,
    "evaluation_steps": 16,
    "evaluator": "sentence_transformers.evaluation.EmbeddingSimilarityEvaluator.EmbeddingSimilarityEvaluator",
    "max_grad_norm": 1,
    "optimizer_class": "<class 'torch.optim.adamw.AdamW'>",
    "optimizer_params": {
        "lr": 2e-05
    },
    "scheduler": "WarmupLinear",
    "steps_per_epoch": null,
    "warmup_steps": 100,
    "weight_decay": 0.01,
}

Full Model Architecture

SentenceTransformer(
  (0): Transformer({'max_seq_length': 75, 'do_lower_case': False}) with Transformer model: MPNetModel 
  (1): Pooling({'word_embedding_dimension': 768, 'pooling_mode_cls_token': False, 'pooling_mode_mean_tokens': True, 'pooling_mode_max_tokens': False, 'pooling_mode_mean_sqrt_len_tokens': False, 'pooling_mode_weightedmean_tokens': False, 'pooling_mode_lasttoken': False, 'include_prompt': True})
)

Citing & Authors

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Yang, S., Yang, S., & Mai, F. (2024). Financial Semantic Textual Similarity: A New Dataset and Model. Accepted as a full paper at the IEEE Computational Intelligence for Financial Engineering & Economics (CIFEr) 2024.