Word embeddings
The order of words in a text matters. Therefore, we can expect higher performance if we do not just look at texts in aggregate but see them as a sequence. This section makes use of a lot of the techniques discussed in the previous chapter; however, here we're going to add a critical ingredient, word vectors.
Words and word tokens are categorical features. As such, we cannot directly feed them into a neural network. Previously, we have dealt with categorical data by turning it into one-hot encoded vectors. Yet for words, this is impractical. Since our vocabulary is 10,000 words, each vector would contain 10,000 numbers that are all zeros except for one. This is highly inefficient, so instead, we will use an embedding.
In practice, ...
Get Machine Learning for Finance now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.