An Integrated Model for Coreference Resolution and Canonicalization

SIAM International Conference on Data Mining 2009 (SDM09)
An Integrated Model for Coreference Resolution and Canonicalization
Michael Wick, Aron Culotta, Khashayar Rohanimanesh, Andrew McCallum, Michael Wick, Aron Culotta, Khashayar Rohanimanesh, Andrew McCallum
Abstract

Recently, many advanced machine learning approaches have been proposed for coreference resolution; however, all of the discriminatively-trained models reason over mentions rather than entities. That is, they do not explicitly contain variables indicating the “canonical” values for each attribute of an entity (e.g., name, venue, title, etc.).

This canonicalization step is typically implemented as a post-processing routine to coreference resolution prior to adding the extracted entity to a database. In this paper, we propose a discriminatively-trained model that jointly performs coreference resolution and canonicalization, enabling features over hypothesized entities.

We validate our approach on two different coreference problems: newswire anaphora resolution and research paper citation matching, demonstrating improvements in both tasks and achieving an error reduction of up to 62% when compared to a method that reasons about mentions only.

Another publication from the same category: Machine Learning and Data Science

IEEE Computing Conference 2018, London, UK

Regularization of the Kernel Matrix via Covariance Matrix Shrinkage Estimation

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix of the data requires outer products. Therefore, their spectral properties are tightly connected. This allows us to examine the kernel matrix through the sample covariance matrix in the feature space and vice versa. The use of kernels often involves a large number of features, compared to the number of observations. In this scenario, the sample covariance matrix is not well-conditioned nor is it necessarily invertible, mandating a solution to the problem of estimating high-dimensional covariance matrices under small sample size conditions. We tackle this problem through the use of a shrinkage estimator that offers a compromise between the sample covariance matrix and a well-conditioned matrix (also known as the "target") with the aim of minimizing the mean-squared error (MSE). We propose a distribution-free kernel matrix regularization approach that is tuned directly from the kernel matrix, avoiding the need to address the feature space explicitly. Numerical simulations demonstrate that the proposed regularization is effective in classification tasks.

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