Generative and Discriminative Text Classification with Recurrent Neural Networks

We empirically characterize the performance of discriminative and generative LSTM models for text classification. We find that although RNN-based generative models are more powerful than their bag-of-words ancestors (e.g., they account for conditional dependencies across words in a document), they have higher asymptotic error rates than discriminatively trained RNN models. However we also find that generative models approach their asymptotic error rate more rapidly than their discriminative counterparts---the same pattern that Ng & Jordan (2001) proved holds for linear classification models that make more naive conditional independence assumptions. Building on this finding, we hypothesize that RNN-based generative classification models will be more robust to shifts in the data distribution. This hypothesis is confirmed in a series of experiments in zero-shot and continual learning settings that show that generative models substantially outperform discriminative models

A Novel Distributed Representation of News (DRNews) for Stock Market Predictions

In this study, a novel Distributed Representation of News (DRNews) model is developed and applied in deep learning-based stock market predictions. With the merit of integrating contextual information and cross-documental knowledge, the DRNews model creates news vectors that describe both the semantic information and potential linkages among news events through an attributed news network. Two stock market prediction tasks, namely the short-term stock movement prediction and stock crises early warning, are implemented in the framework of the attention-based Long Short Term-Memory (LSTM) network. It is suggested that DRNews substantially enhances the results of both tasks comparing with five baselines of news embedding models. Further, the attention mechanism suggests that short-term stock trend and stock market crises both receive influences from daily news with the former demonstrates more critical responses on the information related to the stock market {\em per se}, whilst the latter draws more concerns on the banking sector and economic policies.Comment: 25 page

Learning to Skim Text

Recurrent Neural Networks are showing much promise in many sub-areas of natural language processing, ranging from document classification to machine translation to automatic question answering. Despite their promise, many recurrent models have to read the whole text word by word, making it slow to handle long documents. For example, it is difficult to use a recurrent network to read a book and answer questions about it. In this paper, we present an approach of reading text while skipping irrelevant information if needed. The underlying model is a recurrent network that learns how far to jump after reading a few words of the input text. We employ a standard policy gradient method to train the model to make discrete jumping decisions. In our benchmarks on four different tasks, including number prediction, sentiment analysis, news article classification and automatic Q\&A, our proposed model, a modified LSTM with jumping, is up to 6 times faster than the standard sequential LSTM, while maintaining the same or even better accuracy