thomaskim1130/stella_en_400M_v5-FinanceRAG-md

SentenceTransformer based on thomaskim1130/stella_en_400M_v5-FinanceRAG-v2

This is a sentence-transformers model finetuned from thomaskim1130/stella_en_400M_v5-FinanceRAG-v2. It maps sentences & paragraphs to a 1024-dimensional dense vector space and can be used for semantic textual similarity, semantic search, paraphrase mining, text classification, clustering, and more.

Model Details

Model Description

• Model Type: Sentence Transformer
• Base model: thomaskim1130/stella_en_400M_v5-FinanceRAG-v2
• Maximum Sequence Length: 512 tokens
• Output Dimensionality: 1024 tokens
• Similarity Function: Cosine Similarity

Model Sources

• Documentation: Sentence Transformers Documentation
• Repository: Sentence Transformers on GitHub
• Hugging Face: Sentence Transformers on Hugging Face

Full Model Architecture

SentenceTransformer(
  (0): Transformer({'max_seq_length': 512, 'do_lower_case': False}) with Transformer model: NewModel 
  (1): Pooling({'word_embedding_dimension': 1024, 'pooling_mode_cls_token': False, 'pooling_mode_mean_tokens': True, 'pooling_mode_max_tokens': False, 'pooling_mode_mean_sqrt_len_tokens': False, 'pooling_mode_weightedmean_tokens': False, 'pooling_mode_lasttoken': False, 'include_prompt': True})
  (2): Dense({'in_features': 1024, 'out_features': 1024, 'bias': True, 'activation_function': 'torch.nn.modules.linear.Identity'})
)

Usage

Direct Usage (Sentence Transformers)

First install the Sentence Transformers library:

pip install -U sentence-transformers

Then you can load this model and run inference.

from sentence_transformers import SentenceTransformer

# Download from the 🤗 Hub
model = SentenceTransformer("sentence_transformers_model_id")
# Run inference
sentences = [
    'Instruct: Given a web search query, retrieve relevant passages that answer the query.\nQuery: Title: \nText: | _id | q83deb16a |\n| title |  |\n| text | In the section with the most Bank deposits, what is the growth rate of Collateral financing arrangements?\n\nIn section with most Bank deposits, what growth rate of Collateral financing arrangements?\n\n\n',
    'Title: \nText: | _id | d83b9f596 |\n| title |  |\n| text | Contractual Obligations.\nThe following table summarizes the Company’s major contractual obligations at December 31, 2009:\n| Contractual Obligations | Total | Less Than   One Year | More Than   One Year and   Less Than   Three Years | More Than   Three Years   and Less   Than Five   Years | More Than   Five Years |\n|  | (In millions) |\n| Future policy benefits | $310,592 | $7,220 | $10,681 | $11,424 | $281,267 |\n| Policyholder account balances | 198,087 | 22,764 | 30,586 | 24,536 | 120,201 |\n\n| Other policyholder liabilities | 6,142 | 6,142 | — | — | — |\n| Payables for collateral under securities loaned and other transactions | 24,196 | 24,196 | — | — | — |\n| Bank deposits | 10,354 | 8,998 | 1,293 | 63 | — |\n| Short-term debt | 912 | 912 | — | — | — |\n| Long-term debt | 21,138 | 1,155 | 4,214 | 2,312 | 13,457 |\n| Collateral financing arrangements | 6,694 | 61 | 122 | 122 | 6,389 |\n| Junior subordinated debt securities | 10,450 | 258 | 517 | 517 | 9,158 |\n\n| Commitments to lend funds | 7,549 | 7,349 | 177 | 4 | 19 |\n| Operating leases | 1,996 | 287 | 427 | 288 | 994 |\n| Other | 11,788 | 11,374 | 6 | 6 | 402 |\n| Total | $609,898 | $90,716 | $48,023 | $39,272 | $431,887 |\n\nFuture policyholder benefits — Future policyholder benefits include liabilities related to traditional whole life policies, term life policies, pension closeout and other group annuity contracts, structured settlements, master terminal funding agreements, single premium immediate annuities, long-term disability policies, individual disability income policies, long-term care (“LTC”) policies and property and casualty contracts.\n\nIncluded within future policyholder benefits are contracts where the Company is currently making payments and will continue to do so until the occurrence of a specific event such as death, as well as those where the timing of a portion of the payments has been determined by the contract.\n\nAlso included are contracts where the Company is not currently making payments and will not make payments until the occurrence of an insurable event, such as death or illness, or where the occurrence of the payment triggering event, such as a surrender of a policy or contract, is outside the control of the Company.\nThe Company has estimated the timing of the cash flows related to these contracts based on historical experience, as well as its expectation of future payment patterns.\n\nLiabilities related to accounting conventions, or which are not contractually due, such as shadow liabilities, excess interest reserves and property and casualty loss adjustment expenses, of $498 million have been excluded from amounts presented in the table above.\n\nAmounts presented in the table above, excluding those related to property and casualty contracts, represent the estimated cash payments for benefits under such contracts including assumptions related to the receipt of future premiums and assumptions related to mortality, morbidity, policy lapse, renewal, retirement, inflation, disability incidence, disability terminations, policy loans and other contingent events as appropriate to the respective product type.\n\nPayments for case reserve liabilities and incurred but not reported liabilities associated with property and casualty contracts of $1.5 billion have been included using an estimate of the ultimate amount to be settled under the policies based upon historical payment patterns.\n\nThe ultimate amount to be paid under property and casualty contracts is not determined until the Company reaches a settlement with the claimant, which may vary significantly from the liability or contractual obligation presented above especially as it relates to incurred but not reported liabilities.\nAll estimated cash payments presented in the table above are undiscounted as to interest, net of estimated future premiums on policies currently in-force and gross of any reinsurance recoverable.\n\nThe more than five years category includes estimated payments due for periods extending for more than 100 years from the present date.\n\nThe sum of the estimated cash flows shown for all years in the table of $310.6 billion exceeds the liability amount of $135.9 billion included on the consolidated balance sheet principally due to the time value of money, which accounts for at least 80% of the difference, as well as differences in assumptions, most significantly mortality, between the date the liabilities were initially established and the current date.\n\nFor the majority of the Company’s insurance operations, estimated contractual obligations for future policy benefits and policyholder account balance liabilities as presented in the table above are derived from the annual asset adequacy analysis used to develop actuarial opinions of statutory reserve adequacy for state regulatory purposes.\nThese cash flows are materially representative of the cash flows under generally accepted accounting principles.\n(See “— Policyholder account balances” below. )\n\n(See “— Policyholder account balances” below. )\nActual cash payments to policyholders may differ significantly from the liabilities as presented in the consolidated balance sheet and the estimated cash payments as presented in the table above due to differences between actual experience and the assumptions used in the establishment of these liabilities and the estimation of these cash payments.\n\nPolicyholder account balances — Policyholder account balances include liabilities related to conventional guaranteed interest contracts, guaranteed interest contracts associated with formal offering programs, funding agreements, individual and group annuities, total control accounts, individual and group universal life, variable universal life and company-owned life insurance.\n\nIncluded within policyholder account balances are contracts where the amount and timing of the payment is essentially fixed and determinable.\nThese amounts relate to policies where the Company is currently making payments and will continue to do so, as well as those where the timing of the payments has been determined by the contract.\n\nOther contracts involve payment obligations where the timing of future payments is uncertain and where the Company is not currently making payments and will not make payments until the occurrence of an insurable event, such as death, or where the occurrence of the payment triggering event, such as a surrender of or partial withdrawal on a policy or deposit contract, is outside the control of the Company.\n\nThe Company has estimated the timing of the cash flows related to these contracts based on historical experience, as well as its expectation of future payment patterns.\nExcess interest reserves representing purchase accounting adjustments of $565 million have been excluded from amounts presented in the table above as they represent an accounting convention and not a contractual obligation.\n\nContractual Obligations.\n table summarizes Company’s major contractual obligations at December 31, 2009:\n Included within future policyholder benefits are contracts where Company is currently making payments and will continue to until specific event death, those where timing of portion of payments determined by contract.\n\nAlso included are contracts where Company not currently making payments and will not make payments until insurable event, death or illness, or where occurrence payment triggering event surrender of policy or contract, outside control of Company.\n Company estimated timing of cash flows related to these contracts based on historical experience expectation of future payment patterns.\n\nLiabilities related to accounting conventions, or not contractually due, shadow liabilities, excess interest reserves and property and casualty loss adjustment expenses, of $498 million excluded from amounts in table above.\n\nAmounts presented in table above, excluding related to property and casualty contracts, represent estimated cash payments for benefits under such contracts including assumptions related to receipt of future premiums and assumptions related to mortality, morbidity, policy lapse, renewal, retirement, inflation, disability incidence, disability terminations, policy loans and other contingent events as appropriate to respective product type.\n\nPayments for case reserve liabilities and incurred but not reported liabilities associated with property and casualty contracts of $1. 5 billion included using estimate of ultimate amount to be settled under policies based upon historical payment patterns.\n\nultimate amount to be paid under property and casualty contracts is not determined until Company reaches settlement with claimant, which may vary significantly from liability or contractual obligation presented above especially to incurred but not reported liabilities.\nestimated cash payments in table above are undiscounted to interest, net of estimated future premiums on policies currently in-force gross of reinsurance recoverable.\n\nmore than five years category includes estimated payments due for periods extending for more than 100 years from present date.\n sum of estimated cash flows for all years in table of $310. 6 billion exceeds liability amount of $135. 9 billion on consolidated balance sheet principally due to time value of money accounts for at least 80% of difference differences in assumptions, significantly mortality, between date liabilities initially established and current date.\n\nFor majority of Company’s insurance operations, estimated contractual obligations for future policy benefits and policyholder account balance liabilities in table derived from annual asset adequacy analysis to develop actuarial opinions of statutory reserve adequacy for state regulatory purposes.\n cash flows representative of cash flows under generally accepted accounting principles.\n (See “— Policyholder account balances” below.\n\n(See “— Policyholder account balances” below.\n Actual cash payments to policyholders may differ significantly from liabilities in consolidated balance sheet and estimated cash payments in table due to differences between actual experience and assumptions used in establishment of liabilities estimation of cash payments.\n\nPolicyholder account balances — Policyholder account balances include liabilities related to conventional guaranteed interest contracts, guaranteed interest contracts associated with formal offering programs, funding agreements individual group annuities total control accounts individual group universal life, variable universal life company-owned life insurance.\n Included within policyholder account balances are contracts where amount and timing of payment is essentially fixed and determinable.\n\nThese amounts relate to policies where Company currently making payments and will continue those where timing payments determined by contract.\nOther contracts involve payment obligations where timing of future payments uncertain where Company not currently making payments and will not make payments until occurrence of insurable event, such as death, or where occurrence of payment triggering event, as surrender of or partial withdrawal on policy or deposit contract, outside control of Company.\n\nCompany has estimated timing of cash flows related to these contracts based on historical experience, expectation of future payment patterns.\n Excess interest reserves representing purchase accounting adjustments of $565 million excluded from amounts presented in table above as they represent accounting convention not contractual obligation.\n\n| Contractual Obligations | Total | Less Than   One Year | More Than   One Year and   Less Than   Three Years | More Than   Three Years   and Less   Than Five   Years | More Than   Five Years |\n|  | (In millions) |\n| Future policy benefits | $310,592 | $7,220 | $10,681 | $11,424 | $281,267 |\n| Policyholder account balances | 198,087 | 22,764 | 30,586 | 24,536 | 120,201 |\n| Other policyholder liabilities | 6,142 | 6,142 | — | — | — |\n\n| Payables for collateral under securities loaned and other transactions | 24,196 | 24,196 | — | — | — |\n| Bank deposits | 10,354 | 8,998 | 1,293 | 63 | — |\n| Short-term debt | 912 | 912 | — | — | — |\n| Long-term debt | 21,138 | 1,155 | 4,214 | 2,312 | 13,457 |\n| Collateral financing arrangements | 6,694 | 61 | 122 | 122 | 6,389 |\n| Junior subordinated debt securities | 10,450 | 258 | 517 | 517 | 9,158 |\n| Commitments to lend funds | 7,549 | 7,349 | 177 | 4 | 19 |\n\n| Operating leases | 1,996 | 287 | 427 | 288 | 994 |\n| Other | 11,788 | 11,374 | 6 | 6 | 402 |\n| Total | $609,898 | $90,716 | $48,023 | $39,272 | $431,887 |\n\n\n',
    'Title: \nText: | _id | d81f933f2 |\n| title |  |\n| text | | Cash | $45,826 |\n| Customer-related intangible assets | 42,721 |\n| Acquired technology | 27,954 |\n| Trade name | 2,901 |\n| Other assets | 2,337 |\n| Deferred income tax assets (liabilities) | -9,788 |\n| Other liabilities | -49,797 |\n| Total identifiable net assets | 62,154 |\n| Goodwill | 203,828 |\n| Total purchase consideration | $265,982 |\n\n| Total purchase consideration | $265,982 |\nGoodwill of $203.8 million arising from the acquisition, included in the Asia-Pacific segment, was attributable to expected growth opportunities in Australia and New Zealand, as well as growth opportunities and operating synergies in integrated payments in our existing Asia-Pacific and North America markets.\nGoodwill associated with this acquisition is not deductible for income tax purposes.\n\nThe customer-related intangible assets have an estimated amortization period of 15 years.\nThe acquired technology has an estimated amortization period of 15 years.\nThe trade name has an estimated amortization period of 5 years.\nNOTE 3 \x80\x94 SETTLEMENT PROCESSING ASSETS AND OBLIGATIONS Funds settlement refers to the process of transferring funds for sales and credits between card issuers and merchants.\n\nFor transactions processed on our systems, we use our internal network to provide funding instructions to financial institutions that in turn fund the merchants.\nWe process funds settlement under two models, a sponsorship model and a direct membership model.\n\nUnder the sponsorship model, we are designated as a Merchant Service Provider by MasterCard and an Independent Sales Organization by Visa, which means that member clearing banks (\x80\x9cMember\x80\x9d) sponsor us and require our adherence to the standards of the payment networks.\nIn certain markets, we have sponsorship or depository and clearing agreements with financial institution sponsors.\n\nThese agreements allow us to route transactions under the Members\x80\x99 control and identification numbers to clear credit card transactions through MasterCard and Visa.\nIn this model, the standards of the payment networks restrict us from performing funds settlement or accessing merchant settlement funds, and, instead, require that these funds be in the possession of the Member until the merchant is funded.\n\nUnder the direct membership model, we are members in various payment networks, allowing us to process and fund transactions without third-party sponsorship.\nIn this model, we route and clear transactions directly through the card brand\x80\x99s network and are not restricted from performing funds settlement.\nOtherwise, we process these transactions similarly to how we process transactions in the sponsorship model.\nWe are required to adhere to the standards of the payment networks in which we are direct members.\n\nWe maintain relationships with financial institutions, which may also serve as our Member sponsors for other card brands or in other markets, to assist with funds settlement.\nTiming differences, interchange fees, Merchant Reserves and exception items cause differences between the amount received from the payment networks and the amount funded to the merchants.\n\nThese intermediary balances arising in our settlement process for direct merchants are reflected as settlement processing assets and obligations on our consolidated balance sheets.\nSettlement processing assets and obligations include the components outlined below: ?\nInterchange reimbursement.\nOur receivable from merchants for the portion of the discount fee related to reimbursement of the interchange fee.\n\nx The Executive Benefits business offers corporate-owned universal and variable universal life insurance (\x80\x9cCOLI\x80\x9d) and bankowned universal and variable universal life insurance (\x80\x9cBOLI\x80\x9d) to small to mid-sized banks and mid to large-sized corporations, mostly through executive benefit brokers.11 The Group Protection segment focuses on offering group term life, disability income and dental insurance primarily in the small to mid-sized employer marketplace for their eligible employees.\n\nEmployer Markets - Retirement Products The Defined Contribution business is the largest business in this segment and focuses on 403(b) plans and 401(k) plans.\nLincoln has a strong historical presence in the 403(b) space where assets account for about 61% of total assets under management in this segment as of December 31, 2007.\nThe 401(k) business accounts for 51% of our new deposits as of December 31, 2007.\nThe Retirement Products segment\x80\x99s deposits (in millions) were as follows:\n\nGoodwill associated with acquisition not deductible for income tax purposes.\n customer-related intangible assets have estimated amortization period of 15 years.\n acquired technology has estimated amortization period of 15 years.\n trade name has estimated amortization period 5 years.\n NOTE 3 \x80\x94 SETTLEMENT PROCESSING ASSETS AND OBLIGATIONS Funds settlement refers to process transferring funds for sales and credits between card issuers and merchants.\n\nFor transactions processed on our systems we use our internal network to provide funding instructions to financial institutions fund merchants.\n We process funds settlement under two models, sponsorship model and direct membership model.\n Under sponsorship model we designated as Merchant Service Provider by MasterCard and Independent Sales Organization by Visa member clearing banks (\x80\x9cMember\x80\x9d) sponsor us require adherence to standards of payment networks.\n\nIn certain markets we have sponsorship or depository and clearing agreements with financial institution sponsors.\n agreements allow us to route transactions under Members\x80\x99 control identification numbers to clear credit card transactions through MasterCard and Visa.\n In model standards of payment networks restrict us from performing funds settlement or accessing merchant settlement funds require funds be in possession of Member until merchant funded.\n\nUnder direct membership model we members in various payment networks process and fund transactions without third-party sponsorship.\n model route and clear transactions directly through card brand\x80\x99s network not restricted from performing funds settlement.\n process transactions similarly to in sponsorship model.\n required to adhere to standards of payment networks in we direct members.\n\nmaintain relationships with financial institutions, may serve as Member sponsors for other card brands in other markets, to assist with funds settlement.\nTiming differences interchange fees Merchant Reserves exception items cause differences between amount received from payment networks and amount funded to merchants.\n intermediary balances in settlement process for direct merchants are reflected as settlement processing assets obligations on consolidated balance sheets.\n\nSettlement processing assets obligations include components ?\n Interchange reimbursement.\n receivable from merchants for portion of discount fee related to reimbursement interchange fee.\n\nExecutive Benefits business offers corporate-owned universal variable universal life insurance and bankowned universal variable universal life insurance (\x80\x9cBOLI\x80\x9d to small to mid-sized banks large-sized corporations mostly through executive benefit brokers. Group Protection segment focuses on group term life, disability income dental insurance in small to mid-sized employer marketplace for eligible employees.\n\nEmployer Markets - Retirement Products Defined Contribution business is largest business in segment focuses on 403(b) plans 401(k) plans.\n Lincoln has strong historical presence in 403(b) space assets account for about 61% of total assets under management in as of December 31, 2007.\n 401(k) business accounts for 51% of new deposits as of December 31, 2007.\n Retirement Products segment\x80\x99s deposits (in millions) were as\n\n| Cash | $45,826 |\n| Customer-related intangible assets | 42,721 |\n| Acquired technology | 27,954 |\n| Trade name | 2,901 |\n| Other assets | 2,337 |\n| Deferred income tax assets (liabilities) | -9,788 |\n| Other liabilities | -49,797 |\n| Total identifiable net assets | 62,154 |\n| Goodwill | 203,828 |\n| Total purchase consideration | $265,982 |\n\n\n',
]
embeddings = model.encode(sentences)
print(embeddings.shape)
# [3, 1024]

# Get the similarity scores for the embeddings
similarities = model.similarity(embeddings, embeddings)
print(similarities.shape)
# [3, 3]

Evaluation

Metrics

Information Retrieval

• Dataset: Evaluate
• Evaluated with InformationRetrievalEvaluator

Metric	Value
cosine_accuracy@1	0.4782
cosine_accuracy@3	0.7233
cosine_accuracy@5	0.7985
cosine_accuracy@10	0.8568
cosine_precision@1	0.4782
cosine_precision@3	0.2759
cosine_precision@5	0.1927
cosine_precision@10	0.1044
cosine_recall@1	0.4124
cosine_recall@3	0.686
cosine_recall@5	0.7844
cosine_recall@10	0.8484
cosine_ndcg@10	0.6613
cosine_mrr@10	0.611
cosine_map@100	0.599
dot_accuracy@1	0.449
dot_accuracy@3	0.7039
dot_accuracy@5	0.7864
dot_accuracy@10	0.8568
dot_precision@1	0.449
dot_precision@3	0.267
dot_precision@5	0.1903
dot_precision@10	0.1044
dot_recall@1	0.3869
dot_recall@3	0.6644
dot_recall@5	0.7714
dot_recall@10	0.8484
dot_ndcg@10	0.6465
dot_mrr@10	0.5909
dot_map@100	0.5794

Training Details

Training Dataset

Unnamed Dataset

• Size: 2,240 training samples
• Columns: sentence_0 and sentence_1
• Approximate statistics based on the first 1000 samples:

  	sentence_0	sentence_1
  type	string	string
  details	min: 46 tokens mean: 80.0 tokens max: 217 tokens	min: 53 tokens mean: 465.99 tokens max: 512 tokens

• Samples:

  sentence_0	sentence_1
  Instruct: Given a web search query, retrieve relevant passages that answer the query. Query: Title: Text:	_id
  Instruct: Given a web search query, retrieve relevant passages that answer the query. Query: Title: Text:	_id
  Instruct: Given a web search query, retrieve relevant passages that answer the query. Query: Title: Text:	_id

• Loss: MultipleNegativesRankingLoss with these parameters:

  {
      "scale": 20.0,
      "similarity_fct": "cos_sim"
  }
  

Training Hyperparameters

Non-Default Hyperparameters

• eval_strategy: steps
• per_device_train_batch_size: 16
• per_device_eval_batch_size: 16
• num_train_epochs: 2
• fp16: True
• batch_sampler: no_duplicates
• multi_dataset_batch_sampler: round_robin

All Hyperparameters

Click to expand

• overwrite_output_dir: False
• do_predict: False
• eval_strategy: steps
• prediction_loss_only: True
• per_device_train_batch_size: 16
• per_device_eval_batch_size: 16
• per_gpu_train_batch_size: None
• per_gpu_eval_batch_size: None
• gradient_accumulation_steps: 1
• eval_accumulation_steps: None
• torch_empty_cache_steps: None
• learning_rate: 5e-05
• weight_decay: 0.0
• adam_beta1: 0.9
• adam_beta2: 0.999
• adam_epsilon: 1e-08
• max_grad_norm: 1
• num_train_epochs: 2
• max_steps: -1
• lr_scheduler_type: linear
• lr_scheduler_kwargs: {}
• warmup_ratio: 0.0
• warmup_steps: 0
• log_level: passive
• log_level_replica: warning
• log_on_each_node: True
• logging_nan_inf_filter: True
• save_safetensors: True
• save_on_each_node: False
• save_only_model: False
• restore_callback_states_from_checkpoint: False
• no_cuda: False
• use_cpu: False
• use_mps_device: False
• seed: 42
• data_seed: None
• jit_mode_eval: False
• use_ipex: False
• bf16: False
• fp16: True
• fp16_opt_level: O1
• half_precision_backend: auto
• bf16_full_eval: False
• fp16_full_eval: False
• tf32: None
• local_rank: 0
• ddp_backend: None
• tpu_num_cores: None
• tpu_metrics_debug: False
• debug: []
• dataloader_drop_last: False
• dataloader_num_workers: 0
• dataloader_prefetch_factor: None
• past_index: -1
• disable_tqdm: False
• remove_unused_columns: True
• label_names: None
• load_best_model_at_end: False
• ignore_data_skip: False
• fsdp: []
• fsdp_min_num_params: 0
• fsdp_config: {'min_num_params': 0, 'xla': False, 'xla_fsdp_v2': False, 'xla_fsdp_grad_ckpt': False}
• fsdp_transformer_layer_cls_to_wrap: None
• accelerator_config: {'split_batches': False, 'dispatch_batches': None, 'even_batches': True, 'use_seedable_sampler': True, 'non_blocking': False, 'gradient_accumulation_kwargs': None}
• deepspeed: None
• label_smoothing_factor: 0.0
• optim: adamw_torch
• optim_args: None
• adafactor: False
• group_by_length: False
• length_column_name: length
• ddp_find_unused_parameters: None
• ddp_bucket_cap_mb: None
• ddp_broadcast_buffers: False
• dataloader_pin_memory: True
• dataloader_persistent_workers: False
• skip_memory_metrics: True
• use_legacy_prediction_loop: False
• push_to_hub: False
• resume_from_checkpoint: None
• hub_model_id: None
• hub_strategy: every_save
• hub_private_repo: False
• hub_always_push: False
• gradient_checkpointing: False
• gradient_checkpointing_kwargs: None
• include_inputs_for_metrics: False
• eval_do_concat_batches: True
• fp16_backend: auto
• push_to_hub_model_id: None
• push_to_hub_organization: None
• mp_parameters:
• auto_find_batch_size: False
• full_determinism: False
• torchdynamo: None
• ray_scope: last
• ddp_timeout: 1800
• torch_compile: False
• torch_compile_backend: None
• torch_compile_mode: None
• dispatch_batches: None
• split_batches: None
• include_tokens_per_second: False
• include_num_input_tokens_seen: False
• neftune_noise_alpha: None
• optim_target_modules: None
• batch_eval_metrics: False
• eval_on_start: False
• use_liger_kernel: False
• eval_use_gather_object: False
• batch_sampler: no_duplicates
• multi_dataset_batch_sampler: round_robin

Training Logs

Epoch	Step	Evaluate_cosine_map@100
0	0	0.5370
1.0	141	0.5687
2.0	282	0.5990

Framework Versions

• Python: 3.10.12
• Sentence Transformers: 3.1.1
• Transformers: 4.45.2
• PyTorch: 2.5.1+cu121
• Accelerate: 1.1.1
• Datasets: 3.1.0
• Tokenizers: 0.20.3

Citation

BibTeX

Sentence Transformers

@inproceedings{reimers-2019-sentence-bert,
    title = "Sentence-BERT: Sentence Embeddings using Siamese BERT-Networks",
    author = "Reimers, Nils and Gurevych, Iryna",
    booktitle = "Proceedings of the 2019 Conference on Empirical Methods in Natural Language Processing",
    month = "11",
    year = "2019",
    publisher = "Association for Computational Linguistics",
    url = "https://arxiv.org/abs/1908.10084",
}

MultipleNegativesRankingLoss

@misc{henderson2017efficient,
    title={Efficient Natural Language Response Suggestion for Smart Reply},
    author={Matthew Henderson and Rami Al-Rfou and Brian Strope and Yun-hsuan Sung and Laszlo Lukacs and Ruiqi Guo and Sanjiv Kumar and Balint Miklos and Ray Kurzweil},
    year={2017},
    eprint={1705.00652},
    archivePrefix={arXiv},
    primaryClass={cs.CL}
}