Commit
·
d694943
1
Parent(s):
92b3bd3
refactoring
Browse files- README.MD +26 -0
- api_inference.py +37 -0
- config.json +1 -0
- fin_tinybert_pytorch.py +301 -0
README.MD
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---
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language: en
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license: mit
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tags:
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- text-classification
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- finance
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- sentiment-analysis
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datasets:
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- financial_sentiment
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metrics:
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- accuracy
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pipeline_tag: text-classification
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---
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# FinTinyBERT - Financial Sentiment Analysis Model
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This model performs sentiment analysis on financial texts, classifying them as positive, negative, or neutral.
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## Usage
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```python
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from transformers import pipeline
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classifier = pipeline("text-classification", model="Sergiu2404/fin_tinybert")
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result = classifier("Company profits are rising.")
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print(result)
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api_inference.py
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import torch
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from transformers import AutoTokenizer
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from fin_tinybert_pytorch import TinyFinBERTRegressor
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class InferenceAPI:
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def __init__(self):
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self.device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
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self.model = TinyFinBERTRegressor()
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self.model.load_state_dict(torch.load("./saved_model/pytorch_model.bin", map_location=self.device))
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self.model.to(self.device)
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self.model.eval()
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self.tokenizer = AutoTokenizer.from_pretrained("./saved_model")
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def __call__(self, inputs):
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if not isinstance(inputs, list):
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inputs = [inputs]
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results = []
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for text in inputs:
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encoded = self.tokenizer(text, return_tensors="pt", truncation=True,
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padding='max_length', max_length=128)
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encoded = {k: v.to(self.device) for k, v in encoded.items() if k != "token_type_ids"}
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with torch.no_grad():
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score = self.model(**encoded)["score"].item()
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sentiment = "positive" if score > 0.3 else "negative" if score < -0.3 else "neutral"
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results.append({
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"label": sentiment,
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"score": round(score, 4)
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})
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if len(results) == 1:
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return results[0]
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return results
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config.json
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"architectures": [
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"BertModel"
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],
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"attention_probs_dropout_prob": 0.1,
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"hidden_act": "gelu",
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"hidden_size": 312,
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"architectures": [
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"BertModel"
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],
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"pipeline_tag": "text-classification",
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"attention_probs_dropout_prob": 0.1,
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"hidden_act": "gelu",
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"hidden_size": 312,
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fin_tinybert_pytorch.py
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import os
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import torch
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import pandas as pd
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from datasets import Dataset
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from sklearn.model_selection import train_test_split
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from sklearn.metrics import mean_squared_error, r2_score
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from transformers import AutoTokenizer, Trainer, TrainingArguments, IntervalStrategy
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import re
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import torch.nn as nn
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import torch.nn.functional as F
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from transformers import AutoModel, AutoConfig, AutoTokenizer, Trainer, TrainingArguments, IntervalStrategy
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from nltk.corpus import stopwords
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import spacy
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class TinyFinBERTRegressor(nn.Module):
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def __init__(self, pretrained_model='huawei-noah/TinyBERT_General_4L_312D'):
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super().__init__()
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if pretrained_model:
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self.config = AutoConfig.from_pretrained(pretrained_model)
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self.bert = AutoModel.from_pretrained(pretrained_model, config=self.config)
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else:
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self.config = AutoConfig()
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self.bert = AutoModel(self.config)
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self.regressor = nn.Linear(self.config.hidden_size, 1)
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# Manually register the position_ids buffer to avoid missing key error
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self.bert.embeddings.register_buffer(
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"position_ids",
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torch.arange(512).expand((1, -1)),
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persistent=False,
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)
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def forward(self, input_ids=None, attention_mask=None, labels=None):
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outputs = self.bert(input_ids=input_ids, attention_mask=attention_mask)
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cls_output = outputs.last_hidden_state[:, 0]
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score = self.regressor(cls_output).squeeze()
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loss = F.mse_loss(score, labels) if labels is not None else None
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return {'loss': loss, 'score': score}
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def preprocess_texts(texts):
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nlp = spacy.load("en_core_web_sm", disable=["ner", "parser"]) # Speeds up processing
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negations = {'no', 'not', 'none', 'nobody', 'nothing', 'neither', 'nowhere', 'never',
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'hardly', 'scarcely', 'barely', "n't", "without", "unless", "nor"}
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stop_words = set(stopwords.words('english')) - negations
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processed = []
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for text in texts:
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text = text.lower()
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text = re.sub(r'[^a-zA-Z\s]', '', text)
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doc = nlp(text)
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tokens = [
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token.lemma_ for token in doc
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if token.lemma_.strip() # token.lemma_ not in stop_words and
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]
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processed.append(' '.join(tokens))
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return processed
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def load_phrasebank(path):
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with open(path, 'r', encoding='latin1') as f:
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lines = f.readlines()
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sents, scores = [], []
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for line in lines:
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if '@' in line:
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s, l = line.strip().split('@')
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score = 0.0 if l.lower() == 'neutral' else (-1.0 if l.lower() == 'negative' else 1.0)
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sents.append(s)
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scores.append(score)
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return pd.DataFrame({'text': sents, 'score': scores})
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def load_words_phrases(path):
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with open(path, 'r', encoding='latin1') as f:
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lines = f.readlines()
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data = []
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for line in lines:
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line = line.strip()
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match = re.search(r',(-?\d+\.?\d*)$', line)
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if match:
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text = line[:match.start()].strip()
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score = float(match.group(1))
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data.append((text, score))
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return pd.DataFrame(data, columns=["text", "score"])
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def train_model(phrase_path, words_path, save_path):
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os.makedirs(save_path, exist_ok=True)
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# Set device
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device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
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print(f"Using device: {device}")
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phrase_df = load_phrasebank(phrase_path)
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words_df = load_words_phrases(words_path)
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phrase_df['text'] = preprocess_texts(phrase_df['text'])
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words_df['text'] = preprocess_texts(words_df['text'])
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train_phrase, test_phrase = train_test_split(phrase_df, test_size=0.2, random_state=42)
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train_df = pd.concat([train_phrase, words_df])
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test_df = test_phrase.reset_index(drop=True)
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tokenizer = AutoTokenizer.from_pretrained('huawei-noah/TinyBERT_General_4L_312D')
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def tokenize(batch):
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tokens = tokenizer(batch["text"], padding='max_length', truncation=True, max_length=128)
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tokens["labels"] = batch["score"]
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return tokens
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train_dataset = Dataset.from_pandas(train_df).map(tokenize, batched=True)
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test_dataset = Dataset.from_pandas(test_df).map(tokenize, batched=True)
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args = TrainingArguments(
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output_dir=os.path.join(save_path, "results"),
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eval_strategy=IntervalStrategy.EPOCH,
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save_strategy=IntervalStrategy.EPOCH,
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learning_rate=2e-5,
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per_device_train_batch_size=16,
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per_device_eval_batch_size=64,
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num_train_epochs=5,
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weight_decay=0.01,
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load_best_model_at_end=True,
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metric_for_best_model="eval_loss"
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)
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model = TinyFinBERTRegressor().to(device)
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trainer = Trainer(
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model=model,
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args=args,
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train_dataset=train_dataset,
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eval_dataset=test_dataset,
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tokenizer=tokenizer,
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compute_metrics=lambda pred: {
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"mse": mean_squared_error(pred.label_ids, pred.predictions),
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"r2": r2_score(pred.label_ids, pred.predictions)
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}
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)
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trainer.train()
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# Save the model and tokenizer
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model_to_save = model.module if hasattr(model, 'module') else model # Handle distributed/parallel training
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torch.save(model_to_save.state_dict(), os.path.join(save_path, "pytorch_model.bin"))
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tokenizer.save_pretrained(save_path)
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print(f"Model saved to {save_path}")
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from sklearn.metrics import (
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mean_squared_error, r2_score,
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accuracy_score, precision_score, recall_score, f1_score,
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roc_auc_score, confusion_matrix, cohen_kappa_score
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)
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from sklearn.preprocessing import label_binarize
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def evaluate_model(phrase_path, model_path):
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# Set device
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device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
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print(f"Using device: {device}")
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+
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phrase_df = load_phrasebank(phrase_path)
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_, test_df = train_test_split(phrase_df, test_size=0.2, random_state=42)
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test_df['text'] = preprocess_texts(test_df['text'])
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+
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tokenizer = AutoTokenizer.from_pretrained(model_path)
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model = TinyFinBERTRegressor()
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model.load_state_dict(torch.load(os.path.join(model_path, "pytorch_model.bin"), map_location=device))
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172 |
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model.to(device)
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173 |
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model.eval()
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174 |
+
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175 |
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y_true, y_pred, y_scores = [], [], []
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176 |
+
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177 |
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for _, row in test_df.iterrows():
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178 |
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inputs = tokenizer(row["text"], return_tensors="pt", truncation=True, padding='max_length', max_length=128)
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179 |
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inputs = {k: v.to(device) for k, v in inputs.items() if k != "token_type_ids"}
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180 |
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with torch.no_grad():
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score = model(**inputs)["score"].item()
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182 |
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y_scores.append(score)
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183 |
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y_true.append(row["score"])
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184 |
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185 |
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# regression metrics
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186 |
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mse = mean_squared_error(y_true, y_scores)
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187 |
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r2 = r2_score(y_true, y_scores)
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y_pred = [1 if s > 0.3 else -1 if s < -0.3 else 0 for s in y_scores]
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190 |
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y_true_classes = [int(round(s)) for s in y_true]
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191 |
+
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192 |
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acc = accuracy_score(y_true_classes, y_pred)
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193 |
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prec = precision_score(y_true_classes, y_pred, average='weighted', zero_division=0)
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194 |
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rec = recall_score(y_true_classes, y_pred, average='weighted')
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195 |
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f1 = f1_score(y_true_classes, y_pred, average='weighted')
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196 |
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kappa = cohen_kappa_score(y_true_classes, y_pred)
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cm = confusion_matrix(y_true_classes, y_pred)
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198 |
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199 |
+
y_true_bin = label_binarize(y_true_classes, classes=[-1, 0, 1])
|
200 |
+
y_score_bin = label_binarize(y_pred, classes=[-1, 0, 1])
|
201 |
+
roc_auc = roc_auc_score(y_true_bin, y_score_bin, average='macro', multi_class='ovo')
|
202 |
+
|
203 |
+
print(f"Sentiment Regression Metrics:")
|
204 |
+
print(f"- MSE: {mse:.4f}")
|
205 |
+
print(f"- R²: {r2:.4f}")
|
206 |
+
print(f"- Accuracy: {acc:.4f}")
|
207 |
+
print(f"- Precision: {prec:.4f}")
|
208 |
+
print(f"- Recall: {rec:.4f}")
|
209 |
+
print(f"- F1 Score: {f1:.4f}")
|
210 |
+
print(f"- ROC-AUC: {roc_auc:.4f}")
|
211 |
+
print(f"- Cohen's Kappa: {kappa:.4f}")
|
212 |
+
print(f"- Confusion Matrix:\n{cm}")
|
213 |
+
|
214 |
+
|
215 |
+
def test(model_path):
|
216 |
+
# Set device
|
217 |
+
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
|
218 |
+
print(f"Using device: {device}")
|
219 |
+
|
220 |
+
tokenizer = AutoTokenizer.from_pretrained(model_path)
|
221 |
+
model = TinyFinBERTRegressor()
|
222 |
+
model.load_state_dict(torch.load(os.path.join(model_path, "pytorch_model.bin"), map_location=device))
|
223 |
+
model.to(device)
|
224 |
+
model.eval()
|
225 |
+
|
226 |
+
texts = [
|
227 |
+
"The company's earnings exceeded expectations.",
|
228 |
+
"They faced major losses this quarter.",
|
229 |
+
"They didn't face major losses this quarter.",
|
230 |
+
"Stock prices remained the same.",
|
231 |
+
"boost",
|
232 |
+
"strong boost",
|
233 |
+
"AMD was not able to reduce losses.",
|
234 |
+
"AMD reduced debt significantly, improves balance sheet",
|
235 |
+
"Economic indicators point to contraction in telecom sector",
|
236 |
+
"Company didn't have increased losses over last years."
|
237 |
+
]
|
238 |
+
|
239 |
+
for text in texts:
|
240 |
+
clean_text = preprocess_texts([text])[0]
|
241 |
+
print(f"Original Text: {text}")
|
242 |
+
print(f"Processed Text: {clean_text}")
|
243 |
+
|
244 |
+
tokens = tokenizer.tokenize(clean_text)
|
245 |
+
print(f"Tokens: {tokens}")
|
246 |
+
|
247 |
+
inputs = tokenizer(clean_text, return_tensors="pt", truncation=True, padding='max_length', max_length=128)
|
248 |
+
inputs = {k: v.to(device) for k, v in inputs.items() if k != "token_type_ids"}
|
249 |
+
|
250 |
+
with torch.no_grad():
|
251 |
+
score = model(**inputs)["score"].item()
|
252 |
+
|
253 |
+
print(f"Predicted Sentiment Score: {score:.3f}")
|
254 |
+
sentiment = "positive" if score > 0.3 else "negative" if score < -0.3 else "neutral"
|
255 |
+
print(f"Sentiment: {sentiment}\n")
|
256 |
+
|
257 |
+
|
258 |
+
def init_model():
|
259 |
+
"""Function to properly initialize model with position_ids regardless of whether it's being loaded or created new"""
|
260 |
+
model = TinyFinBERTRegressor()
|
261 |
+
|
262 |
+
# Make sure position_ids is registered
|
263 |
+
if not hasattr(model.bert.embeddings, 'position_ids'):
|
264 |
+
model.bert.embeddings.register_buffer(
|
265 |
+
"position_ids",
|
266 |
+
torch.arange(512).expand((1, -1)),
|
267 |
+
persistent=False,
|
268 |
+
)
|
269 |
+
return model
|
270 |
+
|
271 |
+
|
272 |
+
def create_api_model(model_path):
|
273 |
+
"""Create a model suitable for a FastAPI application"""
|
274 |
+
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
|
275 |
+
tokenizer = AutoTokenizer.from_pretrained(model_path)
|
276 |
+
|
277 |
+
# Initialize model with position_ids properly registered
|
278 |
+
model = init_model()
|
279 |
+
model.load_state_dict(torch.load(os.path.join(model_path, "pytorch_model.bin"), map_location=device))
|
280 |
+
model.to(device)
|
281 |
+
model.eval()
|
282 |
+
|
283 |
+
return model, tokenizer, device
|
284 |
+
|
285 |
+
|
286 |
+
if __name__ == "__main__":
|
287 |
+
model_dir = "./saved_model"
|
288 |
+
phrase_path = "./Sentences_50Agree.txt"
|
289 |
+
words_path = "./financial_sentiment_words_phrases_negations.csv"
|
290 |
+
|
291 |
+
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
|
292 |
+
print(f"Using device: {device}")
|
293 |
+
|
294 |
+
if not os.path.isfile(os.path.join(model_dir, "pytorch_model.bin")):
|
295 |
+
print("Training new model...")
|
296 |
+
train_model(phrase_path, words_path, model_dir)
|
297 |
+
else:
|
298 |
+
print(f"Model found at {os.path.join(model_dir, 'pytorch_model.bin')}")
|
299 |
+
|
300 |
+
evaluate_model(phrase_path, model_dir)
|
301 |
+
test(model_dir)
|