README.md

metadata

tags:
  - sentence-transformers
  - sentence-similarity
  - feature-extraction
  - generated_from_trainer
  - dataset_size:2256
  - loss:MultipleNegativesRankingLoss
base_model: thomaskim1130/stella_en_400M_v5-FinanceRAG
widget:
  - source_sentence: >-
      Instruct: Given a web search query, retrieve relevant passages that answer
      the query.

      Query: Title: 

      Text: What was the sum of Fourth Quarter without those Fourth Quarter
      smaller than 0, in 2012? (in million)
    sentences:
      - >-
        Title: 

        Text: Cash Flow Hedges Citigroup hedges the variability of forecasted
        cash flows associated with floating-rate assets/liabilities and other
        forecasted transactions.

        Variable cash flows from those liabilities are synthetically converted
        to fixed-rate cash flows by entering into receive-variable, pay-fixed
        interest rate swaps and receivevariable, pay-fixed forward-starting
        interest rate swaps.

        Variable cash flows associated with certain assets are synthetically
        converted to fixed-rate cash flows by entering into receive-fixed,
        pay-variable interest rate swaps.

        These cash flow hedging relationships use either regression analysis or
        dollar-offset ratio analysis to assess whether the hedging relationships
        are highly effective at inception and on an ongoing basis.

        Prior to the adoption of ASU 2017-12, Citigroup designated the risk
        being hedged as the risk of overall variability in the hedged cash flows
        for certain items.

        With the adoption of ASU 2017-12, Citigroup hedges the variability from
        changes in a contractually specified rate and recognizes the entire
        change in fair value of the cash flow hedging instruments in AOCI.

        Prior to the adoption of ASU 2017-12, to the extent that these
        derivatives were not fully effective, changes in their fair values in
        excess of changes in the value of the hedged transactions were
        immediately included in Other revenue.

        With the adoption of ASU 2017-12, such amounts are no longer required to
        be immediately recognized in income, but instead the full change in the
        value of the hedging instrument is required to be recognized in AOCI,
        and then recognized in earnings in the same period that the cash flows
        impact earnings.

        The pretax change in AOCI from cash flow hedges is presented below:

        |  | Year ended December 31, |

        | In millions of dollars | 2018 | 2017 | 2016 |

        | Amount of gain (loss) recognized in AOCI on derivative |  |  |  |

        | Interest rate contracts-1 | $-361 |  | $-165 | $-219 |

        | Foreign exchange contracts | 5 | -8 | 69 |

        | Total gain (loss) recognized in AOCI | $-356 |  | $-173 | $-150 |

        | Amount of gain (loss) reclassified from AOCI to earnings |
        Otherrevenue | Net interestrevenue | Otherrevenue | Otherrevenue |

        | Interest rate contracts-1 | $— | $-301 | $-126 | $-140 |

        | Foreign exchange contracts | -17 | — | -10 | -93 |

        | Total gain (loss) reclassified from AOCI into earnings | $-17 | $-301
        | $-136 | $-233 |

        (1) After January 1, 2018, all amounts reclassified into earnings for
        interest rate contracts are included in Interest income/Interest expense
        (Net interest revenue).

        For all other hedges, including interest rate hedges prior to January 1,
        2018, the amounts reclassified to earnings are included primarily in
        Other revenue and Net interest revenue in the Consolidated Statement of
        Income.

        For cash flow hedges, the changes in the fair value of the hedging
        derivative remain in AOCI on the Consolidated Balance Sheet and will be
        included in the earnings of future periods to offset the variability of
        the hedged cash flows when such cash flows affect earnings.

        The net gain (loss) associated with cash flow hedges expected to be
        reclassified from AOCI within 12?months of December?31, 2018 is
        approximately $404 million.

        The maximum length of time over which forecasted cash flows are hedged
        is 10 years.

        The after-tax impact of cash flow hedges on AOCI is shown in Note?19 to
        the Consolidated Financial Statements.
      - >-
        Title: 

        Text: |  | Net Sales |

        | (Amounts in millions) | 2012 | 2011 | 2010 |

        | Product Category: |  |  |  |

        | Tools | $1,729.4 | $1,667.3 | $1,545.1 |

        | Diagnostics and repair information | 619.8 | 613.7 | 563.3 |

        | Equipment | 588.7 | 573.2 | 510.8 |

        |  | $2,937.9 | $2,854.2 | $2,619.2 |

        The tools product category includes hand tools, power tools and tool
        storage products.

        Hand tools include wrenches, sockets, ratchet wrenches, pliers,
        screwdrivers, punches and chisels, saws and cutting tools, pruning
        tools, torque measuring instruments and other similar products.

        Power tools include cordless (battery), pneumatic (air), hydraulic, and
        corded (electric) tools, such as impact wrenches, ratchets, chisels,
        drills, sanders, polishers and similar products.

        Tool storage includes tool chests, roll cabinets, tool control systems
        and other similar products.

        The majority of products are manufactured by Snap-on and, in completing
        the product offering, other items are purchased from external
        manufacturers.

        The diagnostics and repair information product category includes
        handheld and PC-based diagnostic products, service and repair
        information products, diagnostic software solutions, electronic parts
        catalogs, business management systems and services, point-of-sale
        systems, integrated systems for vehicle service shops, OEM purchasing
        facilitation services, and warranty management systems and analytics to
        help OEM dealership service and repair shops manage and track
        performance.

        The equipment product category includes solutions for the diagnosis and
        service of vehicles and industrial equipment.

        Products include wheel alignment equipment, wheel balancers, tire
        changers, vehicle lifts, test lane systems, collision repair equipment,
        air conditioning service equipment, brake service equipment, fluid
        exchange equipment, transmission troubleshooting equipment, safety
        testing equipment, battery chargers and hoists.

        Snap-on supports the sale of its diagnostics and vehicle service shop
        equipment by offering training programs as well as after sales support
        for its customers, primarily focusing on the technologies and the
        application of specific products developed and marketed by Snap-on.

        Management’s Discussion and Analysis of Financial Condition and Results
        of Operations (continued) Segment gross profit of $105.0 million in the
        fourth quarter of 2012 decreased $1.4 million from 2011 levels.

        Gross margin of 38.1% in the quarter improved 210 basis points from
        36.0% last year primarily due to lower restructuring costs as well as
        savings from ongoing RCI initiatives, particularly in Europe.

        No restructuring costs were incurred in the fourth quarter of 2012;
        gross profit in the fourth quarter of 2011 included $2.5 million of
        restructuring costs.

        Segment operating expenses of $73.1 million in the fourth quarter of
        2012 decreased $0.3 million from 2011 levels.

        The operating expense margin of 26.5% in the quarter increased 170 basis
        points from 24.8% last year primarily as a result of the lower sales.

        As a result of these factors, segment operating earnings of $31.9
        million in the fourth quarter of 2012, including $1.2 million of
        favorable foreign currency effects, decreased $1.1 million, or 3.3%,
        from 2011 levels.

        Operating margin for the Commercial & Industrial Group of 11.6% in the
        fourth quarter of 2012 improved 40 basis points from 11.2% last year.

        Snap-on Tools Group
      - >-
        Title: 

        Text: 5.

        Basis of Presentation and Summary of Significant Accounting Policies (a)
        Basis of Presentation On December 30, 2015, US Airways merged with and
        into American, which is reflected in American’s consolidated financial
        statements as though the transaction had occurred on December 9, 2013,
        when a subsidiary of AMR merged with and into US Airways Group.

        Thus, the full years of 2015 and 2014 and the period from December 9,
        2013 to December 31, 2013 are comprised of the consolidated financial
        data of American and US Airways.

        For the periods prior to December 9, 2013, the financial data reflects
        the results of American only.

        For financial reporting purposes, the transaction constituted a transfer
        of assets between entities under common control and was accounted for in
        a manner similar to the pooling of interests method of accounting.

        Under this method, the carrying amount of net assets recognized in the
        balance sheets of each combining entity are carried forward to the
        balance sheet of the combined entity and no other assets or liabilities
        are recognized.

        The preparation of financial statements in accordance with accounting
        principles generally accepted in the United States (GAAP) requires
        management to make certain estimates and assumptions that affect the
        reported amounts of assets and liabilities, revenues and expenses, and
        the disclosure of contingent assets and liabilities at the date of the
        financial statements.

        Actual results could differ from those estimates.

        The most significant areas of judgment relate to passenger revenue
        recognition, impairment of goodwill, impairment of long-lived and

        The following tables set forth the income yield and investment income,
        excluding realized investment gains (losses) and non-hedge accounting
        derivative results, for each major investment category of our Japanese
        operations’ general account for the periods indicated.
  - source_sentence: >-
      Instruct: Given a web search query, retrieve relevant passages that answer
      the query.

      Query: Title: 

      Text: ADBE share repurchase
    sentences:
      - >-
        Title: 

        Text: TELEFLEX INCORPORATED NOTES?TO CONSOLIDATED FINANCIAL STATEMENTS —
        (Continued) The Company issued 82,865, 93,367 and 105,239 of non-vested
        restricted stock units in 2017, 2016 and 2015, respectively, the
        majority of which provide for vesting as to all underlying shares on the
        third anniversary of the grant date.

        The weighted average grant-date fair value for non-vested restricted
        stock units granted during 2017, 2016 and 2015 was $187.85, $142.71 and
        $118.00, respectively.

        The Company recorded $11.2 million of expense related to restricted
        stock units during 2017, which is included in cost of goods sold or
        selling, general and administrative expenses.

        The unamortized share-based compensation cost related to non-vested
        restricted stock units, net of expected forfeitures, was $13.2 million,
        which is expected to be recognized over a weighted-average period of 1.8
        years.

        The Company uses treasury stock to provide shares of common stock in
        connection with vesting of the restricted stock units.

        TELEFLEX INCORPORATED NOTES?TO CONSOLIDATED FINANCIAL STATEMENTS —
        (Continued) F-37 Note 13?— Income taxes The following table summarizes
        the components of the provision for income taxes from continuing
        operations:

        |  | 2017 | 2016 | 2015 |

        |  | (Dollars in thousands) |

        | Current: |  |  |  |

        | Federal | $133,621 | $2,344 | $-4,700 |

        | State | 5,213 | 5,230 | 2,377 |

        | Foreign | 35,444 | 28,842 | 53,151 |

        | Deferred: |  |  |  |

        | Federal | -258,247 | -25,141 | -35,750 |

        | State | 1,459 | -1,837 | -5,012 |

        | Foreign | 212,158 | -1,364 | -2,228 |

        |  | $129,648 | $8,074 | $7,838 |

        The Tax Cuts and Jobs Act (the “TCJA”) was enacted on December 22, 2017.

        The legislation significantly changes U. S.  tax law by, among other
        things, permanently reducing corporate income tax rates from a maximum
        of 35% to 21%, effective January 1, 2018; implementing a territorial tax
        system, by generally providing for, among other things, a dividends
        received deduction on the foreign source portion of dividends received
        from a foreign corporation if specified conditions are met; and imposing
        a one-time repatriation tax on undistributed post-1986 foreign
        subsidiary earnings and profits, which are deemed repatriated for
        purposes of the tax.

        As a result of the TCJA, the Company reassessed and revalued its ending
        net deferred tax liabilities at December 31, 2017 and recognized a?$46.1
        million?provisional tax benefit in the Company’s consolidated statement
        of income for the year ended December 31, 2017.

        As a result of the deemed repatriation tax under the TCJA, the Company
        recognized a $154.0 million provisional tax expense in the Company’s
        consolidated statement of income for the year ended December 31, 2017,
        and the Company expects to pay this tax over an eight-year period.

        While the TCJA provides for a territorial tax system, beginning in 2018,
        it includes?two?new U. S.  tax base erosion provisions, the global
        intangible low-taxed income (“GILTI”) provisions and the base-erosion
        and anti-abuse tax (“BEAT”) provisions.

        The GILTI provisions require the Company to include in its U. S.  income
        tax return foreign subsidiary earnings in excess of an allowable return
        on the foreign subsidiary’s tangible assets.

        The Company expects that it will be subject to incremental U. S.  tax on
        GILTI income beginning in 2018.

        Because of the complexity of the new GILTI tax rules, the Company is
        continuing to evaluate this provision of the TCJA and the application of
        Financial Accounting Standards Board Accounting Standards Codification
        Topic 740, "Income Taxes. "

        Under U. S.  GAAP, the Company may make an accounting policy election to
        either (1) treat future taxes with respect to the inclusion in U. S. 
        taxable income of amounts related to GILTI as current period expense
        when incurred (the “period cost method”) or (2) take such amounts into a
        company’s measurement of its deferred taxes (the “deferred method”).

        The Company’s selection of an accounting policy with respect to the new
        GILTI tax rules will depend, in part, on an analysis of the Company’s
        global income to determine whether the Company expects to have future U.
        S.  inclusions in taxable income related to GILTI and, if so, what the
        impact is expected to be.

        The determination of whether the Company expects to have future U. S. 
        inclusions
      - >-
        Title: ADBE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS (Continued)

        Text: For fiscal 2023, 2022 and 2021, the prepayments were classified as
        treasury stock on our Consolidated Balance Sheets at the payment date,
        though only shares physically delivered to us by December 1, 2023,
        December 2, 2022 and December 3, 2021 were excluded from the computation
        of net income per share. As of December 1, 2023, $354 million of
        prepayment remained under our outstanding structured stock repurchase
        agreement.
      - >-
        Title: 

        Text: Market and Market Prices of Common Stock

        During 2016 fiscal year and through February 22, 2017, our common stock
        was traded on the Nasdaq Capital Market under the symbol “ACUR”. On
        February 23, 2017, our common stock was delisted from the Nasdaq Capital
        Market due to our failure to comply with Nasdaq’s Listing Rule
        5550(b)(1), which requires that we maintain $2.5 million in
        stockholders’ equity for continued listing (or meet the alternatives of
        market value of listed securities of $35 million or net income from
        continuing operations). NASDAQ had granted us a grace period through
        February 10, 2017, to regain compliance with Listing Rule 5550(b)(1),
        but we were unable to regain compliance within such period.

        Commencing on February 23, 2017, our common stock was quoted on the
        OTCQB under the symbol “ACUR”, however commencing June 4, 2018 and
        lasting until July 2, 2018 it was quoted on the OTC Markets OTC Pink
        tier. The downgrade was a result of the late filing of our 2017 Annual
        Report on Form 10-K beyond any applicable grace periods. The Company
        regained compliance with the OTCQB and effective July 3, 2018 it was
        quoted on the OTCQB. However, commencing May 20, 2019 as a result of
        late filing of our 2018 Annual Report on Form 10-K our common stock was
        again relegated to the OTC Markets OTC Pink tier. The Company regained
        compliance with the OTCQB in March, 2020 and effective March 23, 2020 it
        was quoted on the OTCQB.

        Set forth below for the period indicated are the high and low sales
        prices for our common stock in the OTC Market of OTCQB and Pink tier.

        On March 27, 2020 the closing sales price of our common stock was $0.22.


        Period                            |       | Sales Prices

        --------------------------------- | ----- | ------------
                                          | High  | Low         
        2019 Fiscal Year                  |       |             

        First Quarter                     | $0.29 | $0.11       

        Second Quarter                    | 0.28  | 0.13        

        Third Quarter                     | 0.45  | 0.14        

        Fourth Quarter                    | 0.63  | 0.20        

        2020 Fiscal Year                  |       |             

        First Quarter thru March 27, 2020 | 0.47  | $0.12       
  - source_sentence: >-
      Instruct: Given a web search query, retrieve relevant passages that answer
      the query.

      Query: Title: 

      Text: What is the growing rate of Equity securities, trading for Carrying
      amount in the year with the most Fixed maturities, available-for-sale ?
    sentences:
      - >-
        Title: 

        Text: The following table details the estimated changes by risk
        management strategy.

        The table also gives the weighted-average duration of the asset
        portfolio for each category, and the net duration gap (i. e. , the
        weighted-average difference between the asset and liability durations).

        |  | December 31, 2007 |

        | Risk Management Strategy | Value of total assets(in millions) |
        Duration of assets | Net duration gap | Net fair value change (in
        millions) |

        | Primary duration-managed | $33,183.4 | 3.53 | -0.01 | $3.3 |

        | Duration-monitored | 17,990.9 | 4.70 | 0.22 | -39.6 |

        | Non duration-managed | 5,234.0 | 4.43 | N/A | N/A |

        | Total | $56,408.3 |  |  | $-36.3 |

        Our selection of a 100 basis point immediate, parallel increase or
        decrease in interest rates is a hypothetical rate scenario we use to
        demonstrate potential risk.

        While a 100 basis point immediate, parallel increase does not represent
        our view of future market changes, it is a near term reasonably possible
        hypothetical change that illustrates the potential impact of such
        events.

        While these fair value measurements provide a representation of interest
        rate sensitivity, they are based on our portfolio exposures at a point
        in time and may not be representative of future market results.

        These exposures will change as a result of ongoing portfolio
        transactions in response to new business, management’s assessment of
        changing market conditions and available investment opportunities.
      - "Title: \nText: PART I ITEM 1.  BUSINESS (dollars in millions, except per share, per ounce and per pound amounts) Introduction Newmont Mining Corporation is primarily a gold producer with significant operations and/or assets in the United States, Australia, Peru, Ghana and Suriname.\nAt December 31, 2016, Newmont had attributable proven and probable gold reserves of 68.5 million ounces and an aggregate land position of approximately 23,000 square miles (59,000 square kilometers).\nNewmont is also engaged in the production of copper, principally through Boddington in Australia and Phoenix in the United States.\nNewmont Mining Corporation\x80\x99s original predecessor corporation was incorporated in 1921 under the laws of Delaware.\nOn November 2, 2016, Newmont completed the sale of its 48.5% economic interest in PT Newmont Nusa Tenggara (\x80\x9CPTNNT\x80\x9D), which operated the Batu Hijau copper and gold mine (\x80\x9CBatu Hijau\x80\x9D) in Indonesia (the \x80\x9CBatu Hijau Transaction\x80\x9D).\nAs a result, Newmont presents Batu Hijau as a discontinued operation for all periods presented.\nIn the following discussion, we present and discuss our continuing operations unless otherwise indicated.\nFor additional information regarding our discontinued operations, see Note 3 to the Consolidated Financial Statements and the discussion in our Results of Consolidated Operations in Item 7.\nNewmont\x80\x99s corporate headquarters are in Greenwood Village, Colorado, USA.\nIn this report, \x80\x9CNewmont,\x80\x9D the \x80\x9CCompany,\x80\x9D \x80\x9Cour\x80\x9D and \x80\x9Cwe\x80\x9D refer to Newmont Mining Corporation together with our affiliates and subsidiaries, unless the context otherwise requires.\nReferences to \x80\x9CA$\x80\x9D refer to Australian currency.\nNewmont\x80\x99s Sales and long-lived assets for continuing operations are geographically distributed as follows:\n|  | Sales | Long-Lived Assets |\n|  | 2016 | 2015 | 2014 | 2016 | 2015 | 2014 |\n| United States | 39% | 33% | 30% | 45% | 43% | 38% |\n| Australia | 32% | 32% | 30% | 19% | 18% | 19% |\n| Ghana | 15% | 15% | 17% | 16% | 16% | 17% |\n| Peru | 12% | 18% | 18% | 14% | 19% | 23% |\n| Suriname | 2% | —% | —% | 6% | 4% | 2% |\n| Other | —% | 2% | 5% | —% | —% | 1% |\nSegment Information Our regions include North America, South America, Asia Pacific, and Africa.\nOur North America segment consists primarily of Carlin, Phoenix, Twin Creeks and Long Canyon in the state of Nevada and Cripple Creek &Victor (\x80\x9CCC&V\x80\x9D) in the state of Colorado, in the United States.\nOur South America segment consists primarily of Yanacocha in Peru and Merian in Suriname.\nOur Asia Pacific segment consists primarily of Boddington, Tanami and Kalgoorlie in Australia.\nOur Africa segment consists primarily of Ahafo and Akyem in Ghana.\nSee Item 1A, Risk Factors, below, and Note 5 to the Consolidated Financial Statements for information relating to our operating segments, domestic and export sales and lack of dependence on a limited number of customers.\nProducts References in this report to \x80\x9Cattributable gold ounces\x80\x9D or \x80\x9Cattributable copper pounds\x80\x9D mean that portion of gold or copper produced, sold or included in proven and probable reserves based on our proportionate ownership, unless otherwise noted.\nGold General.\nWe had consolidated gold production from continuing operations of 5.2 million ounces (4.9 million attributable ounces) in 2016, 5.0 million ounces (4.6 million attributable ounces) in 2015 and 5.2 million ounces (4.7 million attributable ounces) in 2014.\nOf our 2016 consolidated gold production, approximately 39% came from North America, 14% from South America, 31% from Asia Pacific and 16% from Africa.\nFor 2016, 2015 and 2014, 96%, 95% and 95%, respectively, of our Sales were attributable to gold.\nMost of our Sales come from the sale of refined gold.\nThe end product at our gold operations, however, is generally doré bars.\nDoré is an alloy consisting primarily of gold but also containing silver and other metals.\nDoré is sent to refiners to produce bullion that meets the required markett standard\nOperating Statistics The following tables detail operating statistics related to gold production, ounces sold and production costs per ounce of our continuing operations:\n|  | North America | South America 2018 |  |\n| Years Ended December 31, | 2018 | 2017 | 2016 | 2017 | 2016 |\n| Tons mined (000 dry short tons): |  |  |  |  |  |  |\n| Open pit | 230,558 | 252,086 | 218,411 | 99,793 | 104,763 | 104,713 |\n| Underground | 3,024 | 2,979 | 2,864 | — | — | — |\n| Tons processed (000 dry short tons): |  |  |  |  |  |  |\n| Mill | 25,879 | 25,406 | 25,941 | 21,666 | 20,690 | 9,006 |\n| Leach | 46,034 | 55,289 | 45,109 | 25,405 | 24,082 | 30,639 |\n| Average ore grade (oz/ton): |  |  |  |  |  |  |\n| Mill | 0.075 | 0.077 | 0.074 | 0.042 | 0.043 | 0.063 |\n| Leach | 0.017 | 0.020 | 0.019 | 0.013 | 0.013 | 0.012 |\n| Average mill recovery rate | 76.7% | 76.9% | 78.5% | 88.0% | 87.2% | 79.4% |\n| Ounces produced -000: |  |  |  |  |  |  |\n| Mill | 1,453 | 1,485 | 1,501 | 802 | 752 | 434 |\n| Leach | 604 | 726 | 523 | 247 | 296 | 325 |\n| Consolidated | 2,057 | 2,211 | 2,024 | 1,049 | 1,048 | 759 |\n| Attributable | 2,057 | 2,211 | 2,024 | 671 | 660 | 414 |\n| Consolidated ounces sold -000 | 2,052 | 2,204 | 1,990 | 1,060 | 1,046 | 736 |\n| Production costs per ounce sold:-1 |  |  |  |  |  |  |\n| Direct mining and production costs | $753 | $706 | $729 | $593 | $639 | $737 |\n| By-product credits | -8 | -9 | -11 | -19 | -17 | -11 |\n| Royalties and production taxes | 12 | 10 | 15 | 53 | 54 | 38 |\n| Write-downs and inventory change | 2 | 5 | -34 | 33 | 33 | -5 |\n| Costs applicable to sales | 759 | 712 | 699 | 660 | 709 | 759 |\n| Depreciation and amortization | 238 | 244 | 207 | 201 | 229 | 404 |\n| Reclamation accretion | 6 | 6 | 6 | 24 | 45 | 36 |\n| Total production costs | $1,003 | $962 | $912 | $885 | $983 | $1,199 |\n| All-in sustaining costs per ounce sold-2 | $928 | $876 | $854 | $804 | $870 | $932 |\nYears Ended December 31,\n|  | Australia | Africa 2018 |  |\n| Years Ended December 31, | 2018 | 2017 | 2016 | 2017 | 2016 |\n| Tons mined (000 dry short tons): |  |  |  |  |  |  |\n| Open pit | 103,192 | 114,371 | 126,619 | 71,970 | 74,580 | 75,048 |\n| Underground | 3,202 | 3,144 | 3,279 | 1,339 | 279 | — |\n| Tons milled (000 dry short tons) | 54,337 | 52,802 | 51,606 | 15,585 | 16,884 | 17,289 |\n| Average ore grade (oz/ton) | 0.032 | 0.035 | 0.037 | 0.058 | 0.053 | 0.052 |\n| Average mill recovery rate | 87.4% | 86.1% | 86.4% | 92.6% | 92.3% | 91.1% |\n| Ounces produced -000: |  |  |  |  |  |  |\n| Mill | 1,523 | 1,573 | 1,641 | 850 | 822 | 819 |\n| Consolidated | 1,523 | 1,573 | 1,641 | 850 | 822 | 819 |\n| Consolidated ounces sold -000 | 1,553 | 1,558 | 1,624 | 851 | 824 | 822 |\n| Production costs per ounce sold:-1 |  |  |  |  |  |  |\n| Direct mining and production costs | $681 | $673 | $605 | $592 | $573 | $553 |\n| By-product credits | -7 | -8 | -7 | -2 | -2 | -2 |\n| Royalties and production taxes | 32 | 32 | 32 | 55 | 51 | 50 |\n| Write-downs and inventory change | 3 | -25 | — | — | 33 | 65 |\n| Costs applicable to sales | 709 | 672 | 630 | 645 | 655 | 666 |\n| Depreciation and amortization | 133 | 134 | 135 | 301 | 277 | 271 |\n| Reclamation accretion | 8 | 7 | 7 | 9 | 9 | 7 |\n| Total production costs | $850 | $813 | $772 | $955 | $941 | $944 |\n| All-in sustaining costs per ounce sold-2 | $845 | $806 | $777 | $794 | $785 | $795 |\nTable of Contents The following performance graph is not \x80\x9Csoliciting material,\x80\x9D is not deemed filed with the SEC, and is not to be incorporated by reference into any of Valero\x80\x99s filings under the Securities Act of 1933 or the Securities Exchange Act of 1934, as amended, respectively.\nThis performance graph and the related textual information are based on historical data and are not indicative of future performance.\nThe following line graph compares the cumulative total return 1 on an investment in our common stock against the cumulative total return of the S&P 500 Composite Index and an index of peer companies (that we selected) for the five-year period commencing December 31, 2006 and ending December 31, 2011."
      - "Title: \nText: NOTE 4 Derivatives Derivative Balances Derivatives are entered into on behalf of customers, for trading, as economic hedges or as qualifying accounting hedges.\nThe Corporation enters into derivatives to facilitate client transactions, for principal trading purposes and to manage risk exposures.\nFor additional information on the Corporation\x80\x99s derivatives and hedging activities, see Note 1 \x80\x93 Summary of Significant Accounting Principles.\nThe table below identifies derivative instruments included on the Corporation\x80\x99s Consolidated Balance Sheet in derivative assets and liabilities at December 31, 2010 and 2009.\nBalances are presented on a gross basis, prior to the application of counterparty and collateral netting.\nTotal derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements and have been reduced by the cash collateral applied.\n|  |  | December 31, 2010 |\n|  |  | Gross Derivative Assets | Gross Derivative Liabilities |\n|  |  | Trading |  |  | Trading |  |  |\n|  |  | Derivatives |  |  | Derivatives |  |  |\n|  |  | and | Qualifying |  | and | Qualifying |  |\n|  | Contract/ | Economic | Accounting |  | Economic | Accounting |  |\n| (Dollars in billions) | Notional-1 | Hedges | Hedges-2 | Total | Hedges | Hedges-2 | Total |\n| Interest rate contracts |  |  |  |  |  |  |  |\n| Swaps | $42,719.2 | $1,193.9 | $14.9 | $1,208.8 | $1,187.9 | $2.2 | $1,190.1 |\n| Futures and forwards | 9.939.2 | 6.0 | – | 6.0 | 4.7 | – | 4.7 |\n| Written options | 2,887.7 | – | – | – | 82.8 | – | 82.8 |\n| Purchased options | 3,026.2 | 88.0 | – | 88.0 | – | – | – |\n| Foreign exchange contracts |  |  |  |  |  |  |  |\n| Swaps | 630.1 | 26.5 | 3.7 | 30.2 | 28.5 | 2.1 | 30.6 |\n| Spot, futures and forwards | 2,652.9 | 41.3 | – | 41.3 | 44.2 | – | 44.2 |\n| Written options | 439.6 | – | – | – | 13.2 | – | 13.2 |\n| Purchased options | 417.1 | 13.0 | – | 13.0 | – | – | – |\n| Equity contracts |  |  |  |  |  |  |  |\n| Swaps | 42.4 | 1.7 | – | 1.7 | 2.0 | – | 2.0 |\n| Futures and forwards | 78.8 | 2.9 | – | 2.9 | 2.1 | – | 2.1 |\n| Written options | 242.7 | – | – | – | 19.4 | – | 19.4 |\n| Purchased options | 193.5 | 21.5 | – | 21.5 | – | – | – |\n| Commodity contracts |  |  |  |  |  |  |  |\n| Swaps | 90.2 | 8.8 | 0.2 | 9.0 | 9.3 | – | 9.3 |\n| Futures and forwards | 413.7 | 4.1 | – | 4.1 | 2.8 | – | 2.8 |\n| Written options | 86.3 | – | – | – | 6.7 | – | 6.7 |\n| Purchased options | 84.6 | 6.6 | – | 6.6 | – | – | – |\n| Credit derivatives |  |  |  |  |  |  |  |\n| Purchased credit derivatives: |  |  |  |  |  |  |  |\n| Credit default swaps | 2,184.7 | 69.8 | – | 69.8 | 34.0 | – | 34.0 |\n| Total return swaps/other | 26.0 | 0.9 | – | 0.9 | 0.2 | – | 0.2 |\n| Written credit derivatives: |  |  |  |  |  |  |  |\n| Credit default swaps | 2,133.5 | 33.3 | – | 33.3 | 63.2 | – | 63.2 |\n| Total return swaps/other | 22.5 | 0.5 | – | 0.5 | 0.5 | – | 0.5 |\n| Gross derivative assets/liabilities |  | $1,518.8 | $18.8 | $1,537.6 | $1,501.5 | $4.3 | $1,505.8 |\n| Less: Legally enforceable master netting agreements |  |  |  | -1,406.3 |  |  | -1,406.3 |\n| Less: Cash collateral applied |  |  |  | -58.3 |  |  | -43.6 |\n| Total derivative assets/liabilities |  |  |  | $73.0 |  |  | $55.9 |\n(1) Represents the total contract/notional amount of derivative assets and liabilities outstanding.\n(2) Excludes $4.1 billion of long-term debt designated as a hedge of foreign currency risk."
  - source_sentence: >-
      Instruct: Given a web search query, retrieve relevant passages that answer
      the query.

      Query: Title: 

      Text: What does the deferred income taxes reflect?
    sentences:
      - >-
        Title: 

        Text: 19. INCOME TAXES

        Deferred income taxes reflect the net effect of temporary differences
        between the carrying amounts of assets and liabilities for financial
        reporting purposes and amounts used for income tax purposes. The
        components of our deferred tax assets and liabilities are as follows (in
        thousands):

        As of September 27, 2019, we had $923.4 million of gross federal net
        operating loss ("NOL") carryforwards consisting of $479.2 million
        relating to the AppliedMicro Acquisition, $158.9 million relating to our
        acquisition of Mindspeed Technologies, Inc. in 2013, $26.2 million
        relating to our acquisition of BinOptics Corporation in 2014 and $259.1
        million relating to losses generated by MACOM.

        The federal NOL carryforwards will expire at various dates through 2037
        for losses generated prior to the tax period ended September 28, 2018.
        For losses generated during the tax period ended September 28, 2018 and
        future years, the NOL carryforward period is infinite. The reported net
        operating loss carryforward includes any limitation under Sections 382
        and 383 of the Internal Revenue Code of 1986, as amended, which applies
        to an ownership change as defined under Section 382.

                                                             | September 27, 2019 | September 28, 2018
        ---------------------------------------------------- |
        ------------------ | ------------------

        Deferred tax assets (liabilities):                  
        |                    |                   

        Federal and foreign net operating losses and credits |
        $263,199           | $321,982          
          Intangible assets                                  | 9,887              | (94,929)          
          Property and equipment                             | (1,473)            | (6,293)           
        Other non-current deferred tax assets                |
        16,933             | 13,850            

        Deferred compensation                                |
        —                  | 3,810             

        Deferred gain                                        |
        —                  | 6,575             

        Interest                                             |
        7,170              | —                 
          Valuation allowance                                | (252,536)          | (243,112)         
        Total deferred tax asset                             |
        $43,180            | $1,883            
      - >-
        Title: 

        Text: The following table presents the components of impairment and
        other charges, net, in each fiscal year (in thousands):

        Restructuring costs decreased by $2.2 million as a result of lower
        severance expenses, as our general and administrative cost reduction
        initiative came to its conclusion as planned. Costs of closed
        restaurants and other increased by $3.8 million, primarily due to a $3.5
        million charge recorded in 2019 related to the write- off of software
        development costs associated with a discontinued technology project.
        Gains on disposition of property and equipment, net, increased by $7.9
        million, primarily due to a $5.7 million gain related to a sale of
        property and a$0.8 million gain related to an eminent domain transaction
        in 2019.

        Refer to Note 9, Impairment and Other Charges, Net, of the notes to the
        consolidated financial statements for additional information regarding
        these charges.

                                                                     | 2019    | 2018   
        ------------------------------------------------------------ | ------- |
        -------

        Restructuring costs                                          | $8,455  |
        $10,647

        Costs of closed restaurants and other                        | 8,628   |
        4,803  

        (Gains) losses on disposition of property and equipment, net | (6,244) |
        1,627  

        Accelerated depreciation                                     | 1,616   |
        1,130  

        Operating restaurant impairment charges                      | —       |
        211    
                                                                     | $12,455 | $18,418
      - "Title: \nText: MetLife, Inc.  Notes to Consolidated Financial Statements \x80\x94 (Continued) $4.3 billion, of which $1.6 billion is deductible for income tax purposes.\nFurther information on goodwill is described in Note 6.\nSee Note 5 for the VOBA acquired as part of the acquisition and Note 7 for the value of distribution agreements (\x80\x9CVODA\x80\x9D) and the value of customer relationships acquired (\x80\x9CVOCRA\x80\x9D).\nAs part of the integration of Travelers\x80\x99 operations, management approved and initiated plans to reduce approximately 1,000 domestic and international Travelers positions, which was completed in December 2006.\nMetLife initially recorded restructuring costs, including severance, relocation and outplacement services of Travelers\x80\x99 employees, as liabilities assumed in the purchase business combination of $49 million.\nFor the years ended December 31, 2006 and 2005, the liability for restructuring costs was reduced by $4 million and $1 million, respectively, due to a reduction in the estimate of severance benefits to be paid to Travelers employees.\nThe restructuring costs associated with the Travelers acquisition were as follows:\n|  | Years Ended December 31, |\n|  | 2006 | 2005 |\n|  | (In millions) |\n| Balance at January 1, | $28 | $— |\n| Acquisition | — | 49 |\n| Cash payments | -24 | -20 |\n| Other reductions | -4 | -1 |\n| Balance at December 31, | $— | $28 |\nOther Acquisitions and Dispositions On June 28, 2007, the Company acquired the remaining 50% interest in a joint venture in Hong Kong, MetLife Fubon Limited (\x80\x9CMetLife Fubon\x80\x9D), for $56 million in cash, resulting in MetLife Fubon becoming a consolidated subsidiary of the Company.\nThe transaction was treated as a step acquisition, and at June 30, 2007, total assets and liabilities of MetLife Fubon of $839 million and $735 million, respectively, were included in the Company\x80\x99s consolidated balance sheet.\nThe Company\x80\x99s investment for the initial 50% interest in MetLife Fubon was $48 million.\nThe Company used the equity method of accounting for such investment in MetLife Fubon.\nThe Company\x80\x99s share of the joint venture\x80\x99s results for the six months ended June 30, 2007, was a loss of $3 million.\nThe fair value of the assets acquired and the liabilities assumed in the step acquisition at June 30, 2007, was $427 million and $371 million, respectively.\nNo additional goodwill was recorded as a part of the step acquisition.\nAs a result of this acquisition, additional VOBA and VODA of $45 million and $5 million, respectively, were recorded and both have a weighted average amortization period of 16 years.\nFurther information on VOBA and VODA is described in Note 5 and Note 7, respectively.\nOn June 1, 2007, the Company completed the sale of its Bermuda insurance subsidiary, MetLife International Insurance, Ltd.  (\x80\x9CMLII\x80\x9D), to a third party for $33 million in cash consideration, resulting in a gain upon disposal of $3 million, net of income tax.\nThe net assets of MLII at disposal were $27 million.\nA liability of $1 million was recorded with respect to a guarantee provided in connection with this disposition.\nFurther information on guarantees is described in Note 16.\nOn September 1, 2005, the Company completed the acquisition of CitiStreet Associates, a division of CitiStreet LLC, which is primarily involved in the distribution of annuity products and retirement plans to the education, healthcare, and not-for-profit markets, for $56 million, of which $2 million was allocated to goodwill and $54 million to other identifiable intangibles, specifically the value of customer relationships acquired, which have a weighted average amortization period of 16 years.\nCitiStreet Associates was integrated with MetLife Resources, a focused distribution channel of MetLife, which is dedicated to provide retirement plans and financial services to the same markets.\nFurther information on goodwill and VOCRA is described in Note 6 and Note 7, respectively.\nSee Note 23 for information on the disposition of the annuities and pension businesses of MetLife Insurance Limited (\x80\x9CMetLife Australia\x80\x9D), P. T.  Sejahtera (\x80\x9CMetLife Indonesia\x80\x9D) and SSRM Holdings, Inc.  (\x80\x9CSSRM\x80\x9D).\nSee Note 25 for information on the Company\x80\x99s acquisitions subsequent to December 31, 2007."
  - source_sentence: >-
      Instruct: Given a web search query, retrieve relevant passages that answer
      the query.

      Query: Title: 

      Text: In the year with lowest amount of Deposits with banks Average
      volume, what's the increasing rate of Deposits with banks Average volume?
    sentences:
      - "Title: \nText: Issuer Purchases of Equity Securities Repurchases of common stock are made to support the Company\x80\x99s stock-based employee compensation plans and for other corporate purposes.\nOn February 13, 2006, the Board of Directors authorized the purchase of $2.0 billion of the Company\x80\x99s common stock between February 13, 2006 and February 28, 2007.\nIn August 2006, 3M\x80\x99s Board of Directors authorized the repurchase of an additional $1.0 billion in share repurchases, raising the total authorization to $3.0 billion for the period from February 13, 2006 to February 28, 2007.\nIn February 2007, 3M\x80\x99s Board of Directors authorized a twoyear share repurchase of up to $7.0 billion for the period from February 12, 2007 to February 28, 2009."
      - "Title: \nText: Additional Interest Rate Details Average Balances and Interest Ratesé\x88¥æ\x93\x9Cssets(1)(2)(3)(4)\n|  | Average volume | Interest revenue | % Average rate |\n| In millions of dollars, except rates | 2015 | 2014 | 2013 | 2015 | 2014 | 2013 | 2015 | 2014 | 2013 |\n| Assets |  |  |  |  |  |  |  |  |  |\n| Deposits with banks-5 | $133,790 | $161,359 | $144,904 | $727 | $959 | $1,026 | 0.54% | 0.59% | 0.71% |\n| Federal funds sold and securities borrowed or purchased under agreements to resell-6 |  |  |  |  |  |  |  |  |  |\n| In U.S. offices | $150,359 | $153,688 | $158,237 | $1,211 | $1,034 | $1,133 | 0.81% | 0.67% | 0.72% |\n| In offices outside the U.S.-5 | 84,006 | 101,177 | 109,233 | 1,305 | 1,332 | 1,433 | 1.55 | 1.32 | 1.31 |\n| Total | $234,365 | $254,865 | $267,470 | $2,516 | $2,366 | $2,566 | 1.07% | 0.93% | 0.96% |\n| Trading account assets-7(8) |  |  |  |  |  |  |  |  |  |\n| In U.S. offices | $114,639 | $114,910 | $126,123 | $3,945 | $3,472 | $3,728 | 3.44% | 3.02% | 2.96% |\n| In offices outside the U.S.-5 | 103,348 | 119,801 | 127,291 | 2,141 | 2,538 | 2,683 | 2.07 | 2.12 | 2.11 |\n| Total | $217,987 | $234,711 | $253,414 | $6,086 | $6,010 | $6,411 | 2.79% | 2.56% | 2.53% |\n| Investments |  |  |  |  |  |  |  |  |  |\n| In U.S. offices |  |  |  |  |  |  |  |  |  |\n| Taxable | $214,714 | $188,910 | $174,084 | $3,812 | $3,286 | $2,713 | 1.78% | 1.74% | 1.56% |\n| Exempt from U.S. income tax | 20,034 | 20,386 | 18,075 | 443 | 626 | 811 | 2.21 | 3.07 | 4.49 |\n| In offices outside the U.S.-5 | 102,376 | 113,163 | 114,122 | 3,071 | 3,627 | 3,761 | 3.00 | 3.21 | 3.30 |\n| Total | $337,124 | $322,459 | $306,281 | $7,326 | $7,539 | $7,285 | 2.17% | 2.34% | 2.38% |\n| Loans (net of unearned income)(9) |  |  |  |  |  |  |  |  |  |\n| In U.S. offices | $354,439 | $361,769 | $354,707 | $24,558 | $26,076 | $25,941 | 6.93% | 7.21% | 7.31% |\n| In offices outside the U.S.-5 | 273,072 | 296,656 | 292,852 | 15,988 | 18,723 | 19,660 | 5.85 | 6.31 | 6.71 |\n| Total | $627,511 | $658,425 | $647,559 | $40,546 | $44,799 | $45,601 | 6.46% | 6.80% | 7.04% |\n| Other interest-earning assets-10 | $55,060 | $40,375 | $38,233 | $1,839 | $507 | $602 | 3.34% | 1.26% | 1.57% |\n| Total interest-earning assets | $1,605,837 | $1,672,194 | $1,657,861 | $59,040 | $62,180 | $63,491 | 3.68% | 3.72% | 3.83% |\n| Non-interest-earning assets-7 | $218,000 | $224,721 | $222,526 |  |  |  |  |  |  |\n| Total assets from discontinued operations | — | — | 2,909 |  |  |  |  |  |  |\n| Total assets | $1,823,837 | $1,896,915 | $1,883,296 |  |  |  |  |  |  |\nNet interest revenue includes the taxable equivalent adjustments related to the tax-exempt bond portfolio (based on the U. S.  federal statutory tax rate of 35%) of $487 million, $498 million and $521 million for 2015, 2014 and 2013, respectively.\nInterest rates and amounts include the effects of risk management activities associated with the respective asset categories.\nMonthly or quarterly averages have been used by certain subsidiaries where daily averages are unavailable.\nDetailed average volume, Interest revenue and Interest expense exclude Discontinued operations.\nSee Note 2 to the Consolidated Financial Statements.\nAverage rates reflect prevailing local interest rates, including inflationary effects and monetary corrections in certain countries.\nAverage volumes of securities borrowed or purchased under agreements to resell are reported net pursuant to ASC 210-20-45.\nHowever, Interest revenue excludes the impact of ASC 210-20-45.\nThe fair value carrying amounts of derivative contracts are reported net, pursuant to ASC 815-10-45, in Non-interest-earning assets and Other non-interest bearing liabilities.\nInterest expense on Trading account liabilities of ICG is reported as a reduction of Interest revenue.\nInterest revenue and Interest expense on cash collateral positions are reported in interest on Trading account assets and Trading account liabilities, respectively.\nIncludes cash-basis loans.\nIncludes brokerage receivables.\nDuring 2015, continued management actions, primarily the sale or transfer to held-for-sale of approximately $1.5 billion of delinquent residential first mortgages, including $0.9 billion in the fourth quarter largely associated with the transfer of CitiFinancial loans to held-for-sale referenced above, were the primary driver of the overall improvement in delinquencies within Citi Holdings\x80\x99 residential first mortgage portfolio.\nCredit performance from quarter to quarter could continue to be impacted by the amount of delinquent loan sales or transfers to held-for-sale, as well as overall trends in HPI and interest rates.\nNorth America Residential First Mortgages\x80\x94State Delinquency Trends The following tables set forth the six U. S.  states and/or regions with the highest concentration of Citi\x80\x99s residential first mortgages.\n| In billions of dollars | December 31, 2015 | December 31, 2014 |\n| State-1 | ENR-2 | ENRDistribution | 90+DPD% | %LTV >100%-3 | RefreshedFICO | ENR-2 | ENRDistribution | 90+DPD% | %LTV >100%-3 | RefreshedFICO |\n| CA | $19.2 | 37% | 0.2% | 1% | 754 | $18.9 | 31% | 0.6% | 2% | 745 |\n| NY/NJ/CT-4 | 12.7 | 25 | 0.8 | 1 | 751 | 12.2 | 20 | 1.9 | 2 | 740 |\n| VA/MD | 2.2 | 4 | 1.2 | 2 | 719 | 3.0 | 5 | 3.0 | 8 | 695 |\n| IL-4 | 2.2 | 4 | 1.0 | 3 | 735 | 2.5 | 4 | 2.5 | 9 | 713 |\n| FL-4 | 2.2 | 4 | 1.1 | 4 | 723 | 2.8 | 5 | 3.0 | 14 | 700 |\n| TX | 1.9 | 4 | 1.0 | — | 711 | 2.5 | 4 | 2.7 | — | 680 |\n| Other | 11.0 | 21 | 1.3 | 2 | 710 | 18.2 | 30 | 3.3 | 7 | 677 |\n| Total-5 | $51.5 | 100% | 0.7% | 1% | 738 | $60.1 | 100% | 2.1% | 4% | 715 |\nNote: Totals may not sum due to rounding.\n(1) Certain of the states are included as part of a region based on Citi\x80\x99s view of similar HPI within the region.\n(2) Ending net receivables.\nExcludes loans in Canada and Puerto Rico, loans guaranteed by U. S.  government agencies, loans recorded at fair value and loans subject to long term standby commitments (LTSCs).\nExcludes balances for which FICO or LTV data are unavailable.\n(3) LTV ratios (loan balance divided by appraised value) are calculated at origination and updated by applying market price data.\n(4) New York, New Jersey, Connecticut, Florida and Illinois are judicial states.\n(5) Improvement in state trends during 2015 was primarily due to the sale or transfer to held-for-sale of residential first mortgages, including the transfer of CitiFinancial residential first mortgages to held-for-sale in the fourth quarter of 2015.\nForeclosures A substantial majority of Citi\x80\x99s foreclosure inventory consists of residential first mortgages.\nAt December 31, 2015, Citi\x80\x99s foreclosure inventory included approximately $0.1 billion, or 0.2%, of the total residential first mortgage portfolio, compared to $0.6 billion, or 0.9%, at December 31, 2014, based on the dollar amount of ending net receivables of loans in foreclosure inventory, excluding loans that are guaranteed by U. S.  government agencies and loans subject to LTSCs.\nNorth America Consumer Mortgage Quarterly Credit Trends \x80\x94Net Credit Losses and Delinquencies\x80\x94Home Equity Loans Citi\x80\x99s home equity loan portfolio consists of both fixed-rate home equity loans and loans extended under home equity lines of credit.\nFixed-rate home equity loans are fully amortizing.\nHome equity lines of credit allow for amounts to be drawn for a period of time with the payment of interest only and then, at the end of the draw period, the then-outstanding amount is converted to an amortizing loan (the interest-only payment feature during the revolving period is standard for this product across the industry).\nAfter conversion, the home equity loans typically have a 20-year amortization period.\nAs of December 31, 2015, Citi\x80\x99s home equity loan portfolio of $22.8 billion consisted of $6.3 billion of fixed-rate home equity loans and $16.5 billion of loans extended under home equity lines of credit (Revolving HELOCs)."
      - "Title: \nText: | (Dollar amounts in thousands) | Rate |  | Principal Amount of   Subordinated Note/   Debenture Issued to Trust -1 | Investment in   Unconsolidated   Subsidiary -2 |\n| Huntington Capital I | 0.99 | -3 | $138,816 | $6,186 |\n| Huntington Capital II | 0.93 | -4 | 60,093 | 3,093 |\n| Huntington Capital III | 6.69 |  | 114,072 | 10 |\n| BancFirst Ohio Trust Preferred | 8.54 |  | 23,248 | 619 |\n| Sky Financial Capital Trust I | 8.52 |  | 64,474 | 1,856 |\n| Sky Financial Capital Trust II | 3.52 | -5 | 30,929 | 929 |\n| Sky Financial Capital Trust III | 1.28 | -6 | 77,481 | 2,320 |\n| Sky Financial Capital Trust IV | 1.27 | -6 | 77,482 | 2,320 |\n| Prospect Trust I | 3.54 | -7 | 6,186 | 186 |\n| Total |  |  | $592,781 | $17,519 |\n(1) Represents the principal amount of debentures issued to each trust, including unamortized original issue discount.\n(2) Huntington\x80\x99s investment in the unconsolidated trusts represents the only risk of loss.\n(3) Variable effective rate at December 31, 2010, based on three month LIBOR + 0.70.\n(4) Variable effective rate at December 31, 2010, based on three month LIBOR + 0.625.\n(5) Variable effective rate at December 31, 2010, based on three month LIBOR + 2.95.\n(6) Variable effective rate at December 31, 2010, based on three month LIBOR + 1.40.\n(7) Variable effective rate at December 31, 2010, based on three month LIBOR + 3.25.\nEach issue of the junior subordinated debentures has an interest rate equal to the corresponding trust securities distribution rate.\nHuntington has the right to defer payment of interest on the debentures at any time, or from time to time for a period not exceeding five years, provided that no extension period may extend beyond the stated maturity of the related debentures.\nDuring any such extension period, distributions to the trust securities will also be deferred and Huntington\x80\x99s ability to pay dividends on its common stock will be restricted.\nPeriodic cash payments and payments upon liquidation or redemption with respect to trust securities are guaranteed by Huntington to the extent of funds held by the trusts.\nThe guarantee ranks subordinate and junior in right of payment to all indebtedness of the Company to the same extent as the junior subordinated debt.\nThe guarantee does not place a limitation on the amount of additional indebtedness that may be incurred by Huntington.\nLow Income Housing Tax Credit Partnerships Huntington makes certain equity investments in various limited partnerships that sponsor affordable housing projects utilizing the Low Income Housing Tax Credit pursuant to Section 42 of the Internal Revenue Code.\nThe purpose of these investments is to achieve a satisfactory return on capital, to facilitate the sale of additional affordable housing product offerings, and to assist in achieving goals associated with the Community Reinvestment Act.\nThe primary activities of the limited partnerships include the identification, development, and operation of multi-family housing that is leased to qualifying residential tenants.\nGenerally, these types of investments are funded through a combination of debt and equity.\nHuntington does not own a majority of the limited partnership interests in these entities and is not the primary beneficiary.\nHuntington uses the equity method to account for the majority of its investments in these entities.\nThese investments are included in accrued income and other assets.\nAt December 31, 2010 and 2009, Huntington has commitments of $316.0 million and $285.3 million, respectively, of which $260.1 million and"
pipeline_tag: sentence-similarity
library_name: sentence-transformers
metrics:
  - cosine_accuracy@1
  - cosine_accuracy@3
  - cosine_accuracy@5
  - cosine_accuracy@10
  - cosine_precision@1
  - cosine_precision@3
  - cosine_precision@5
  - cosine_precision@10
  - cosine_recall@1
  - cosine_recall@3
  - cosine_recall@5
  - cosine_recall@10
  - cosine_ndcg@10
  - cosine_mrr@10
  - cosine_map@100
  - dot_accuracy@1
  - dot_accuracy@3
  - dot_accuracy@5
  - dot_accuracy@10
  - dot_precision@1
  - dot_precision@3
  - dot_precision@5
  - dot_precision@10
  - dot_recall@1
  - dot_recall@3
  - dot_recall@5
  - dot_recall@10
  - dot_ndcg@10
  - dot_mrr@10
  - dot_map@100
model-index:
  - name: SentenceTransformer based on thomaskim1130/stella_en_400M_v5-FinanceRAG
    results:
      - task:
          type: information-retrieval
          name: Information Retrieval
        dataset:
          name: Evaluate
          type: Evaluate
        metrics:
          - type: cosine_accuracy@1
            value: 0.46359223300970875
            name: Cosine Accuracy@1
          - type: cosine_accuracy@3
            value: 0.6820388349514563
            name: Cosine Accuracy@3
          - type: cosine_accuracy@5
            value: 0.7597087378640777
            name: Cosine Accuracy@5
          - type: cosine_accuracy@10
            value: 0.8519417475728155
            name: Cosine Accuracy@10
          - type: cosine_precision@1
            value: 0.46359223300970875
            name: Cosine Precision@1
          - type: cosine_precision@3
            value: 0.25647249190938515
            name: Cosine Precision@3
          - type: cosine_precision@5
            value: 0.17766990291262133
            name: Cosine Precision@5
          - type: cosine_precision@10
            value: 0.10242718446601942
            name: Cosine Precision@10
          - type: cosine_recall@1
            value: 0.4095469255663431
            name: Cosine Recall@1
          - type: cosine_recall@3
            value: 0.6423948220064724
            name: Cosine Recall@3
          - type: cosine_recall@5
            value: 0.7298543689320389
            name: Cosine Recall@5
          - type: cosine_recall@10
            value: 0.8398462783171521
            name: Cosine Recall@10
          - type: cosine_ndcg@10
            value: 0.6409313886654548
            name: Cosine Ndcg@10
          - type: cosine_mrr@10
            value: 0.5902248035136388
            name: Cosine Mrr@10
          - type: cosine_map@100
            value: 0.5753196287486457
            name: Cosine Map@100
          - type: dot_accuracy@1
            value: 0.4393203883495146
            name: Dot Accuracy@1
          - type: dot_accuracy@3
            value: 0.6747572815533981
            name: Dot Accuracy@3
          - type: dot_accuracy@5
            value: 0.7354368932038835
            name: Dot Accuracy@5
          - type: dot_accuracy@10
            value: 0.8422330097087378
            name: Dot Accuracy@10
          - type: dot_precision@1
            value: 0.4393203883495146
            name: Dot Precision@1
          - type: dot_precision@3
            value: 0.25
            name: Dot Precision@3
          - type: dot_precision@5
            value: 0.17087378640776701
            name: Dot Precision@5
          - type: dot_precision@10
            value: 0.09975728155339807
            name: Dot Precision@10
          - type: dot_recall@1
            value: 0.3828478964401295
            name: Dot Recall@1
          - type: dot_recall@3
            value: 0.6338187702265372
            name: Dot Recall@3
          - type: dot_recall@5
            value: 0.7005258899676375
            name: Dot Recall@5
          - type: dot_recall@10
            value: 0.8223705501618123
            name: Dot Recall@10
          - type: dot_ndcg@10
            value: 0.6194906173849263
            name: Dot Ndcg@10
          - type: dot_mrr@10
            value: 0.5711877793188473
            name: Dot Mrr@10
          - type: dot_map@100
            value: 0.5528301778009912
            name: Dot Map@100

SentenceTransformer based on thomaskim1130/stella_en_400M_v5-FinanceRAG

This is a sentence-transformers model finetuned from thomaskim1130/stella_en_400M_v5-FinanceRAG. 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
• 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: In the year with lowest amount of Deposits with banks Average volume, what's the increasing rate of Deposits with banks Average volume?",
    'Title: \nText: Additional Interest Rate Details Average Balances and Interest Ratesé\x88¥æ\x93\x9cssets(1)(2)(3)(4)\n|  | Average volume | Interest revenue | % Average rate |\n| In millions of dollars, except rates | 2015 | 2014 | 2013 | 2015 | 2014 | 2013 | 2015 | 2014 | 2013 |\n| Assets |  |  |  |  |  |  |  |  |  |\n| Deposits with banks-5 | $133,790 | $161,359 | $144,904 | $727 | $959 | $1,026 | 0.54% | 0.59% | 0.71% |\n| Federal funds sold and securities borrowed or purchased under agreements to resell-6 |  |  |  |  |  |  |  |  |  |\n| In U.S. offices | $150,359 | $153,688 | $158,237 | $1,211 | $1,034 | $1,133 | 0.81% | 0.67% | 0.72% |\n| In offices outside the U.S.-5 | 84,006 | 101,177 | 109,233 | 1,305 | 1,332 | 1,433 | 1.55 | 1.32 | 1.31 |\n| Total | $234,365 | $254,865 | $267,470 | $2,516 | $2,366 | $2,566 | 1.07% | 0.93% | 0.96% |\n| Trading account assets-7(8) |  |  |  |  |  |  |  |  |  |\n| In U.S. offices | $114,639 | $114,910 | $126,123 | $3,945 | $3,472 | $3,728 | 3.44% | 3.02% | 2.96% |\n| In offices outside the U.S.-5 | 103,348 | 119,801 | 127,291 | 2,141 | 2,538 | 2,683 | 2.07 | 2.12 | 2.11 |\n| Total | $217,987 | $234,711 | $253,414 | $6,086 | $6,010 | $6,411 | 2.79% | 2.56% | 2.53% |\n| Investments |  |  |  |  |  |  |  |  |  |\n| In U.S. offices |  |  |  |  |  |  |  |  |  |\n| Taxable | $214,714 | $188,910 | $174,084 | $3,812 | $3,286 | $2,713 | 1.78% | 1.74% | 1.56% |\n| Exempt from U.S. income tax | 20,034 | 20,386 | 18,075 | 443 | 626 | 811 | 2.21 | 3.07 | 4.49 |\n| In offices outside the U.S.-5 | 102,376 | 113,163 | 114,122 | 3,071 | 3,627 | 3,761 | 3.00 | 3.21 | 3.30 |\n| Total | $337,124 | $322,459 | $306,281 | $7,326 | $7,539 | $7,285 | 2.17% | 2.34% | 2.38% |\n| Loans (net of unearned income)(9) |  |  |  |  |  |  |  |  |  |\n| In U.S. offices | $354,439 | $361,769 | $354,707 | $24,558 | $26,076 | $25,941 | 6.93% | 7.21% | 7.31% |\n| In offices outside the U.S.-5 | 273,072 | 296,656 | 292,852 | 15,988 | 18,723 | 19,660 | 5.85 | 6.31 | 6.71 |\n| Total | $627,511 | $658,425 | $647,559 | $40,546 | $44,799 | $45,601 | 6.46% | 6.80% | 7.04% |\n| Other interest-earning assets-10 | $55,060 | $40,375 | $38,233 | $1,839 | $507 | $602 | 3.34% | 1.26% | 1.57% |\n| Total interest-earning assets | $1,605,837 | $1,672,194 | $1,657,861 | $59,040 | $62,180 | $63,491 | 3.68% | 3.72% | 3.83% |\n| Non-interest-earning assets-7 | $218,000 | $224,721 | $222,526 |  |  |  |  |  |  |\n| Total assets from discontinued operations | — | — | 2,909 |  |  |  |  |  |  |\n| Total assets | $1,823,837 | $1,896,915 | $1,883,296 |  |  |  |  |  |  |\nNet interest revenue includes the taxable equivalent adjustments related to the tax-exempt bond portfolio (based on the U. S.  federal statutory tax rate of 35%) of $487 million, $498 million and $521 million for 2015, 2014 and 2013, respectively.\nInterest rates and amounts include the effects of risk management activities associated with the respective asset categories.\nMonthly or quarterly averages have been used by certain subsidiaries where daily averages are unavailable.\nDetailed average volume, Interest revenue and Interest expense exclude Discontinued operations.\nSee Note 2 to the Consolidated Financial Statements.\nAverage rates reflect prevailing local interest rates, including inflationary effects and monetary corrections in certain countries.\nAverage volumes of securities borrowed or purchased under agreements to resell are reported net pursuant to ASC 210-20-45.\nHowever, Interest revenue excludes the impact of ASC 210-20-45.\nThe fair value carrying amounts of derivative contracts are reported net, pursuant to ASC 815-10-45, in Non-interest-earning assets and Other non-interest bearing liabilities.\nInterest expense on Trading account liabilities of ICG is reported as a reduction of Interest revenue.\nInterest revenue and Interest expense on cash collateral positions are reported in interest on Trading account assets and Trading account liabilities, respectively.\nIncludes cash-basis loans.\nIncludes brokerage receivables.\nDuring 2015, continued management actions, primarily the sale or transfer to held-for-sale of approximately $1.5 billion of delinquent residential first mortgages, including $0.9 billion in the fourth quarter largely associated with the transfer of CitiFinancial loans to held-for-sale referenced above, were the primary driver of the overall improvement in delinquencies within Citi Holdings\x80\x99 residential first mortgage portfolio.\nCredit performance from quarter to quarter could continue to be impacted by the amount of delinquent loan sales or transfers to held-for-sale, as well as overall trends in HPI and interest rates.\nNorth America Residential First Mortgages\x80\x94State Delinquency Trends The following tables set forth the six U. S.  states and/or regions with the highest concentration of Citi\x80\x99s residential first mortgages.\n| In billions of dollars | December 31, 2015 | December 31, 2014 |\n| State-1 | ENR-2 | ENRDistribution | 90+DPD% | %LTV >100%-3 | RefreshedFICO | ENR-2 | ENRDistribution | 90+DPD% | %LTV >100%-3 | RefreshedFICO |\n| CA | $19.2 | 37% | 0.2% | 1% | 754 | $18.9 | 31% | 0.6% | 2% | 745 |\n| NY/NJ/CT-4 | 12.7 | 25 | 0.8 | 1 | 751 | 12.2 | 20 | 1.9 | 2 | 740 |\n| VA/MD | 2.2 | 4 | 1.2 | 2 | 719 | 3.0 | 5 | 3.0 | 8 | 695 |\n| IL-4 | 2.2 | 4 | 1.0 | 3 | 735 | 2.5 | 4 | 2.5 | 9 | 713 |\n| FL-4 | 2.2 | 4 | 1.1 | 4 | 723 | 2.8 | 5 | 3.0 | 14 | 700 |\n| TX | 1.9 | 4 | 1.0 | — | 711 | 2.5 | 4 | 2.7 | — | 680 |\n| Other | 11.0 | 21 | 1.3 | 2 | 710 | 18.2 | 30 | 3.3 | 7 | 677 |\n| Total-5 | $51.5 | 100% | 0.7% | 1% | 738 | $60.1 | 100% | 2.1% | 4% | 715 |\nNote: Totals may not sum due to rounding.\n(1) Certain of the states are included as part of a region based on Citi\x80\x99s view of similar HPI within the region.\n(2) Ending net receivables.\nExcludes loans in Canada and Puerto Rico, loans guaranteed by U. S.  government agencies, loans recorded at fair value and loans subject to long term standby commitments (LTSCs).\nExcludes balances for which FICO or LTV data are unavailable.\n(3) LTV ratios (loan balance divided by appraised value) are calculated at origination and updated by applying market price data.\n(4) New York, New Jersey, Connecticut, Florida and Illinois are judicial states.\n(5) Improvement in state trends during 2015 was primarily due to the sale or transfer to held-for-sale of residential first mortgages, including the transfer of CitiFinancial residential first mortgages to held-for-sale in the fourth quarter of 2015.\nForeclosures A substantial majority of Citi\x80\x99s foreclosure inventory consists of residential first mortgages.\nAt December 31, 2015, Citi\x80\x99s foreclosure inventory included approximately $0.1 billion, or 0.2%, of the total residential first mortgage portfolio, compared to $0.6 billion, or 0.9%, at December 31, 2014, based on the dollar amount of ending net receivables of loans in foreclosure inventory, excluding loans that are guaranteed by U. S.  government agencies and loans subject to LTSCs.\nNorth America Consumer Mortgage Quarterly Credit Trends \x80\x94Net Credit Losses and Delinquencies\x80\x94Home Equity Loans Citi\x80\x99s home equity loan portfolio consists of both fixed-rate home equity loans and loans extended under home equity lines of credit.\nFixed-rate home equity loans are fully amortizing.\nHome equity lines of credit allow for amounts to be drawn for a period of time with the payment of interest only and then, at the end of the draw period, the then-outstanding amount is converted to an amortizing loan (the interest-only payment feature during the revolving period is standard for this product across the industry).\nAfter conversion, the home equity loans typically have a 20-year amortization period.\nAs of December 31, 2015, Citi\x80\x99s home equity loan portfolio of $22.8 billion consisted of $6.3 billion of fixed-rate home equity loans and $16.5 billion of loans extended under home equity lines of credit (Revolving HELOCs).',
    'Title: \nText: Issuer Purchases of Equity Securities Repurchases of common stock are made to support the Company\x80\x99s stock-based employee compensation plans and for other corporate purposes.\nOn February 13, 2006, the Board of Directors authorized the purchase of $2.0 billion of the Company\x80\x99s common stock between February 13, 2006 and February 28, 2007.\nIn August 2006, 3M\x80\x99s Board of Directors authorized the repurchase of an additional $1.0 billion in share repurchases, raising the total authorization to $3.0 billion for the period from February 13, 2006 to February 28, 2007.\nIn February 2007, 3M\x80\x99s Board of Directors authorized a twoyear share repurchase of up to $7.0 billion for the period from February 12, 2007 to February 28, 2009.',
]
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	0.4636
cosine_accuracy@3	0.682
cosine_accuracy@5	0.7597
cosine_accuracy@10	0.8519
cosine_precision@1	0.4636
cosine_precision@3	0.2565
cosine_precision@5	0.1777
cosine_precision@10	0.1024
cosine_recall@1	0.4095
cosine_recall@3	0.6424
cosine_recall@5	0.7299
cosine_recall@10	0.8398
cosine_ndcg@10	0.6409
cosine_mrr@10	0.5902
cosine_map@100	0.5753
dot_accuracy@1	0.4393
dot_accuracy@3	0.6748
dot_accuracy@5	0.7354
dot_accuracy@10	0.8422
dot_precision@1	0.4393
dot_precision@3	0.25
dot_precision@5	0.1709
dot_precision@10	0.0998
dot_recall@1	0.3828
dot_recall@3	0.6338
dot_recall@5	0.7005
dot_recall@10	0.8224
dot_ndcg@10	0.6195
dot_mrr@10	0.5712
dot_map@100	0.5528

Training Details

Training Dataset

Unnamed Dataset

• Size: 2,256 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: 28 tokens mean: 45.02 tokens max: 114 tokens	min: 23 tokens mean: 406.36 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: What do all Notional sum up, excluding those negative ones in 2008 for As of December 31, 2008 for Financial assets with interest rate risk? (in million)	Title: Text: Cash Flows Our estimated future benefit payments for funded and unfunded plans are as follows (in millions): 1 The expected benefit payments for our other postretirement benefit plans are net of estimated federal subsidies expected to be received under the Medicare Prescription Drug, Improvement and Modernization Act of 2003. Federal subsidies are estimated to be $3 million for the period 2019-2023 and $2 million for the period 2024-2028. The Company anticipates making pension contributions in 2019 of $32 million, all of which will be allocated to our international plans. The majority of these contributions are required by funding regulations or law.
  Instruct: Given a web search query, retrieve relevant passages that answer the query. Query: Title: Text: what's the total amount of No surrender charge of 2010 Individual Fixed Annuities, Change in cash of 2008, and Total reserves of 2010 Individual Variable Annuities ?	Title: Text: 2010 and 2009 Comparison Surrender rates have improved compared to the prior year for group retirement products, individual fixed annuities and individual variable annuities as surrenders have returned to more normal levels. Surrender rates for individual fixed annuities have decreased significantly in 2010 due to the low interest rate environment and the relative competitiveness of interest credited rates on the existing block of fixed annuities versus interest rates on alternative investment options available in the marketplace. Surrender rates for group retirement products are expected to increase in 2011 as certain large group surrenders are anticipated.2009 and 2008 Comparison Surrenders and other withdrawals increased in 2009 for group retirement products primarily due to higher large group surrenders. However, surrender rates and withdrawals have improved for individual fixed annuities and individual variable annuities. The following table presents reserves by surrender charge category and surrender rates:
  Instruct: Given a web search query, retrieve relevant passages that answer the query. Query: Title: Text: What was the total amount of elements for RevPAR excluding those elements greater than 150 in 2016 ?	Title: Text: 2016 Compared to 2015 Comparable?Company-Operated North American Properties

• 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	0.4564
1.0	141	0.5233
2.0	282	0.5753

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}
}