Lan Huang

Dianyue Gu, Zixu Li, Zhenhai Guan et al.

Event datasets in the financial domain are often constructed based on actual application scenarios, and their event types are weakly reusable due to scenario constraints; at the same time, the massive and diverse new financial big data cannot be limited to the event types defined for specific scenarios. This limitation of a small number of event types does not meet our research needs for more complex tasks such as the prediction of major financial events and the analysis of the ripple effects of financial events. In this paper, a three-stage approach is proposed to accomplish incremental discovery of event types. For an existing annotated financial event dataset, the three-stage approach consists of: for a set of financial event data with a mixture of original and unknown event types, a semi-supervised deep clustering model with anomaly detection is first applied to classify the data into normal and abnormal events, where abnormal events are events that do not belong to known types; then normal events are tagged with appropriate event types and abnormal events are reasonably clustered. Finally, a cluster keyword extraction method is used to recommend the type names of events for the new event clusters, thus incrementally discovering new event types. The proposed method is effective in the incremental discovery of new event types on real data sets.

Kewei Li, Yanwen Kong, Yiping Xu et al.

Since the emergence of research on improving the length extrapolation capabilities of large language models in 2021, some studies have made modifications to the scaling factor in the scaled dot-product attention mechanism as part of their proposed methods without rigorous theoretical justifications. To fill this gap, we propose two new scaled temperatures based on information entropy invariance to enhance length extrapolation. First, a training-free method InfoScale is designed for dotproduct attention, and preserves focus on original tokens during length extrapolation by ensuring consistent entropy. Second, we theoretically analyze the impact of scaling (CosScale) on cosine attention. Experimental data demonstrates that combining InfoScale and CosScale achieves state-ofthe-art performance on the GAU-α model with a context window extended to 64 times the training length, and outperforms seven existing methods. Our analysis reveals that significantly increasing CosScale approximates the Windowed Attention, and highlights the significance of attention score dilution as a key challenge in long-range context handling. The code and data are available at https://github.com/HT-NEKO/ Information-Entropy-Invariance.