Optimizing Modality Weights in Topic Models of Transactional Data

Modern natural language processing models such as transformers operate multimodal data. In the present paper, multimodal data is explored using multimodal topic modeling on transactional data of bank corporate clients. A definition of the importance of modality for the model is proposed on the basis of which improvements are considered for two modeling scenarios: preserving the maximum amount of information by balancing modalities and automatic selection of modality weights to optimize auxiliary criteria based on topic representations of documents. A model is proposed for adding numerical data to topic models in the form of modalities: each topic is assigned a normal distribution with learning parameters. Significant improvements are demonstrated in comparison with standard topic models on the problem of modeling bank corporate clients. Based on the topic representations of the bank’s customers, a 90-day delay on the loan is predicted.