Learning data representations that reflect the customers' creditworthiness can improve marketing campaigns, customer relationship management, data and process management or the credit risk assessment in retail banks. In this research, we adopt the Variational Autoencoder (VAE), which has the ability to learn latent representations that contain useful information. We show that it is possible to steer the latent representations in the latent space of the VAE using the Weight of Evidence and forming a specific grouping of the data that reflects the customers' creditworthiness. Our proposed method learns a latent representation of the data, which shows a well-defied clustering structure capturing the customers' creditworthiness. These clusters are well suited for the aforementioned banks' activities. Further, our methodology generalizes to new customers, captures high-dimensional and complex financial data, and scales to large data sets.
The VAE has also been used in the natural language processing field. Studying bilingual word embeddings, @cite_14 use the VAE to generate latent representations, which explicitly induce the underlying semantics of bilingual text. Their model is able to learn a hidden representation of paired bag-of-words sentences. Furthermore, in @cite_24 recurrent neural networks are combined with the VAE to model text data. The latent transformations are able to generate coherent sentences. In addition, the proposed model in this research is able to impute missing words in text corpus.
@cite_24 @cite_14
2210838531 2762058688
The standard recurrent neural network language model (RNNLM) generates sentences one word at a time and does not work from an explicit global sentence representation. In this work, we introduce and study an RNN-based variational autoencoder generative model that incorporates distributed latent representations of entire sentences. This factorization allows it to explicitly model holistic properties of sentences such as style, topic, and high-level syntactic features. Samples from the prior over these sentence representations remarkably produce diverse and well-formed sentences through simple deterministic decoding. By examining paths through this latent space, we are able to generate coherent novel sentences that interpolate between known sentences. We present techniques for solving the difficult learning problem presented by this model, demonstrate its effectiveness in imputing missing words, explore many interesting properties of the model's latent sentence space, and present negative results on the use of the model in language modeling. Abstract Bilingual word embeddings (BWEs) have been shown to be useful in various cross-lingual natural language processing tasks. To accurately learn BWEs, previous studies often resort to discriminative approaches which explore semantic proximities between translation equivalents of different languages. Instead, in this paper, we propose a neural generative bilingual autoencoder (NGBAE) which introduces a latent variable to explicitly induce the underlying semantics of bilingual text. In this way, NGBAE is able to obtain better BWEs from more robust bilingual semantics by modeling the semantic distributions of bilingual text. In order to facilitate scalable inference and learning, we utilize deep neural networks to perform the recognition and generation procedures, and then employ stochastic gradient variational Bayes algorithm to optimize them jointly. We validate the proposed model via both extrinsic (cross-lingual document classification and translation probability modeling) and intrinsic (word embedding analysis) evaluations. Experimental results demonstrate the effectiveness of NGBAE on learning BWEs.