Extremal GloVe: Theoretically Accurate Distributed Word Embedding by Tail Inference

Abstract: Distributed word embeddings such as Word2Vec and GloVe have been widely adopted in industrial context settings. Major technical applications of GloVe include recommender systems and natural language processing. The fundamental theory behind GloVe relies on the selection of a weighting function in the weighted least squres formulation that computes the powered ratio of word occurrence count and the maximum word count in the corpus. However, the initial formulation of GloVe is not theoretically sound in two aspects, namely the selection of the weighting function and its power exponent is ad-hoc. In this paper, we utilize the theory of extreme value analysis and propose a theoretically accurate version of GloVe. By reformulating the weighted least squares loss function as the expected loss function and accurately choosing the power exponent, we create a theoretically accurate version of GloVe. We demonstrate the competitiveness of our algorithm and show that the initial formulation of GloVe with the suggested optimal parameter can be viewed as a special case of our paradigm.