CVAug 1, 2023Code
Multiscale Feature Learning Using Co-Tuplet Loss for Offline Handwritten Signature VerificationFu-Hsien Huang, Hsin-Min Lu
Handwritten signature verification, crucial for legal and financial institutions, faces challenges including inter-writer similarity, intra-writer variations, and limited signature samples. To address these, we introduce the MultiScale Signature feature learning Network (MS-SigNet) with the co-tuplet loss, a novel metric learning loss designed for offline handwritten signature verification. MS-SigNet learns both global and regional signature features from multiple spatial scales, enhancing feature discrimination. This approach effectively distinguishes genuine signatures from skilled forgeries by capturing overall strokes and detailed local differences. The co-tuplet loss, focusing on multiple positive and negative examples, overcomes the limitations of typical metric learning losses by addressing inter-writer similarity and intra-writer variations and emphasizing informative examples. The code is available at https://github.com/ashleyfhh/MS-SigNet. We also present HanSig, a large-scale Chinese signature dataset to support robust system development for this language. The dataset is accessible at https://github.com/hsinmin/HanSig. Experimental results on four benchmark datasets in different languages demonstrate the promising performance of our method in comparison to state-of-the-art approaches.
23.0AIMay 24
Noise-Robust Financial Numerical Entity Attribute TaggingHsin-Min Lu, Chen-Yang Lai, Yi-Jhen Li et al.
Financial Numerical Entity (FNE) understanding aims to recover the meaning of numerical mentions in financial reports. Existing studies primarily focus on concept name prediction and face two important limitations. First, labels derived from inline XBRL may contain errors because filings are usually prepared manually. Second, other important FNE attributes, such as reporting-time relation, measurement scale, and accounting sign, are less emphasized. We propose \textbf{NO}ise-\textbf{R}obust Tagging for Rich Financial Numerical Entity \textbf{A}ttributes (\textsc{NORA}) to address these gaps. NORA uses task-aware instance-specific weighting to attenuate the influence of noisy labels during training, and we further propose the Neighborhood Prior-adjusted KNN (NPK) filtering method for more reliable evaluation on real-world noisy test sets. In addition, we construct a large-scale benchmark containing 6.6 million instances with multi-attribute labels and filing metadata. Experiments show that \textsc{NORA} performs strongly compared with state-of-the-art noisy-label baselines, including Co-teaching, Mixup, SSR, and SelfMix. Moreover, NORA is robust under both unfiltered and noise-filtered test settings. It achieves the best Accuracy, Macro F1, and Weighted F1 for concept name and time-relation prediction, while remaining competitive on scale and sign prediction. These results demonstrate the value of jointly modeling rich FNE attributes while accounting for label noise in real-world financial filings.