No Arabic abstract
Event schemas encode knowledge of stereotypical structures of events and their connections. As events unfold, schemas are crucial to act as a scaffolding. Previous work on event schema induction either focuses on atomic events or linear temporal event sequences, ignoring the interplay between events via arguments and argument relations. We introduce the concept of Temporal Complex Event Schema: a graph-based schema representation that encompasses events, arguments, temporal connections and argument relations. Additionally, we propose a Temporal Event Graph Model that models the emergence of event instances following the temporal complex event schema. To build and evaluate such schemas, we release a new schema learning corpus containing 6,399 documents accompanied with event graphs, and manually constructed gold schemas. Intrinsic evaluation by schema matching and instance graph perplexity, prove the superior quality of our probabilistic graph schema library compared to linear representations. Extrinsic evaluation on schema-guided event prediction further demonstrates the predictive power of our event graph model, significantly surpassing human schemas and baselines by more than 17.8% on HITS@1.
Computational and cognitive studies of event understanding suggest that identifying, comprehending, and predicting events depend on having structured representations of a sequence of events and on conceptualizing (abstracting) its components into (soft) event categories. Thus, knowledge about a known process such as buying a car can be used in the context of a new but analogous process such as buying a house. Nevertheless, most event understanding work in NLP is still at the ground level and does not consider abstraction. In this paper, we propose an Analogous Process Structure Induction APSI framework, which leverages analogies among processes and conceptualization of sub-event instances to predict the whole sub-event sequence of previously unseen open-domain processes. As our experiments and analysis indicate, APSI supports the generation of meaningful sub-event sequences for unseen processes and can help predict missing events.
Traditional event extraction methods require predefined event types and their corresponding annotations to learn event extractors. These prerequisites are often hard to be satisfied in real-world applications. This work presents a corpus-based open-domain event type induction method that automatically discovers a set of event types from a given corpus. As events of the same type could be expressed in multiple ways, we propose to represent each event type as a cluster of <predicate sense, object head> pairs. Specifically, our method (1) selects salient predicates and object heads, (2) disambiguates predicate senses using only a verb sense dictionary, and (3) obtains event types by jointly embedding and clustering <predicate sense, object head> pairs in a latent spherical space. Our experiments, on three datasets from different domains, show our method can discover salient and high-quality event types, according to both automatic and human evaluations.
Event factuality prediction (EFP) is the task of assessing the degree to which an event mentioned in a sentence has happened. For this task, both syntactic and semantic information are crucial to identify the important context words. The previous work for EFP has only combined these information in a simple way that cannot fully exploit their coordination. In this work, we introduce a novel graph-based neural network for EFP that can integrate the semantic and syntactic information more effectively. Our experiments demonstrate the advantage of the proposed model for EFP.
Trading volume movement prediction is the key in a variety of financial applications. Despite its importance, there is few research on this topic because of its requirement for comprehensive understanding of information from different sources. For instance, the relation between multiple stocks, recent transaction data and suddenly released events are all essential for understanding trading market. However, most of the previous methods only take the fluctuation information of the past few weeks into consideration, thus yielding poor performance. To handle this issue, we propose a graphbased approach that can incorporate multi-view information, i.e., long-term stock trend, short-term fluctuation and sudden events information jointly into a temporal heterogeneous graph. Besides, our method is equipped with deep canonical analysis to highlight the correlations between different perspectives of fluctuation for better prediction. Experiment results show that our method outperforms strong baselines by a large margin.
Schema-based event extraction is a critical technique to apprehend the essential content of events promptly. With the rapid development of deep learning technology, event extraction technology based on deep learning has become a research hotspot. Numerous methods, datasets, and evaluation metrics have been proposed in the literature, raising the need for a comprehensive and updated survey. This paper fills the gap by reviewing the state-of-the-art approaches, focusing on deep learning-based models. We summarize the task definition, paradigm, and models of schema-based event extraction and then discuss each of these in detail. We introduce benchmark datasets that support tests of predictions and evaluation metrics. A comprehensive comparison between different techniques is also provided in this survey. Finally, we conclude by summarizing future research directions facing the research area.