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Search: “corpus composition”

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Climate-ModernBERT: Revisiting Corpus Composition for Domain-Adaptive Continued Pretraining

Climate-ModernBERT domain-adapted encoders reach 76.3 average F1 across nine climate benchmarks, 2.8 points above vanilla ModernBERT-Base.

The authors continue pretraining ModernBERT-Base on three climate corpora - academic text, climate-filtered web data, and synthetic documents - and compare joint mixtures against parameter-space merging of specialized checkpoints. The best model achieves 76.3 average F1 across nine climate NLP benchmarks, a 2.8-point improvement over the vanilla baseline. Academic climate corpora provide the strongest adaptation signal, and parameter-space merging outperforms joint multi-source training while preserving complementary corpus information; all variants are released.

arXiv cs.AI / cs.LG / cs.CL · 9d agoAI research

GoDeep: Annotation-Free Open-Vocabulary 3D Scene Understanding via Language-Space Lifting

GoDeep achieves annotation-free open-vocabulary 3D segmentation by grounding structured image descriptions in language-only embeddings, outperforming CLIP-based lifting on out-of-vocabulary objects.

GoDeep uses a vision-language model purely as a translator, producing structured entity-level image descriptions that are grounded, projected, and aggregated in a general-purpose language-only embedding space, with no 3D training corpus or dedicated 3D encoder required. On ScanNet++ the pipeline is competitive with strong annotation-free baselines, and on a cultural-heritage benchmark a systematic vocabulary correction reverses initial CLIP-based rankings. Language-space embeddings separate genuinely out-of-vocabulary objects more sharply, localize them within scenes, and keep all predictions explainable as discrete text.

arXiv cs.AI / cs.LG / cs.CL · 8d agoAI research

A Hybrid LSTM-XGBoost Framework for Multi-Horizon Stock Return Prediction Across Diversified Equity Portfolios

Hybrid LSTM-XGBoost model predicts multi-horizon returns for 14 US equities, cutting 30-day RMSE to about one-third of a standalone LSTM baseline.

The paper combines a two-layer LSTM (64 hidden units) processing 60-day windows of five market features with an XGBoost regressor over a 78-dimensional hybrid feature vector including 14 technical indicators. It is trained on pooled data for 14 US equities across six sectors using chronological splits and per-stock MinMaxScaling to prevent look-ahead bias, and evaluated at 30, 90, 252, and 365 trading-day horizons. The hybrid achieves test RMSE of 0.0949 at 30 days, roughly one-third of the standalone LSTM, while 97.6% directional accuracy at 365 days largely tracks the base rate of positive returns.

arXiv cs.AI / cs.LG / cs.CL · 5d agoAI research