arXiv subjects

Chaofeng Wu

Publications and source records attributed to Chaofeng Wu.

3 recordsLinked to original sources

arXiv2025

Novelty and Impact of Economics Papers

We propose a framework that recasts scientific novelty not as a single attribute of a paper, but as a reflection of its position within the evolving intellectual landscape. We decompose this position into two orthogonal dimensions: \textit{spatial novelty}, which measures a paper's intellectual distinctiveness from its neighbors, and \textit{temporal novelty}, which captures its engagement with a dynamic research frontier. To operationalize these concepts, we leverage Large Language Models to develop semantic isolation metrics that quantify a paper's location relative to the full-text literature. Applying this framework to a large corpus of economics articles, we uncover a fundamental trade-off: these two dimensions predict systematically different outcomes. Temporal novelty primarily predicts citation counts, whereas spatial novelty predicts disruptive impact. This distinction allows us to construct a typology of semantic neighborhoods, identifying four archetypes associated with distinct and predictable impact profiles. Our findings demonstrate that novelty can be understood as a multidimensional construct whose different forms, reflecting a paper's strategic location, have measurable and fundamentally distinct consequences for scientific progress.

econ.GN↗

arXiv2024

Adaptive Pre-training Data Detection for Large Language Models via Surprising Tokens

While large language models (LLMs) are extensively used, there are raising concerns regarding privacy, security, and copyright due to their opaque training data, which brings the problem of detecting pre-training data on the table. Current solutions to this problem leverage techniques explored in machine learning privacy such as Membership Inference Attacks (MIAs), which heavily depend on LLMs' capability of verbatim memorization. However, this reliance presents challenges, especially given the vast amount of training data and the restricted number of effective training epochs. In this paper, we propose an adaptive pre-training data detection method which alleviates this reliance and effectively amplify the identification. Our method adaptively locates \textit{surprising tokens} of the input. A token is surprising to a LLM if the prediction on the token is "certain but wrong", which refers to low Shannon entropy of the probability distribution and low probability of the ground truth token at the same time. By using the prediction probability of surprising tokens to measure \textit{surprising}, the detection method is achieved based on the simple hypothesis that seeing seen data is less surprising for the model compared with seeing unseen data. The method can be applied without any access to the the pre-training data corpus or additional training like reference models. Our approach exhibits a consistent enhancement compared to existing methods in diverse experiments conducted on various benchmarks and models, achieving a maximum improvement of 29.5\%. We also introduce a new benchmark Dolma-Book developed upon a novel framework, which employs book data collected both before and after model training to provide further evaluation.

cs.CL↗

arXiv2022

The Transfer Performance of Economic Models

Economists often estimate models using data from a particular domain, e.g. estimating risk preferences in a particular subject pool or for a specific class of lotteries. Whether a model's predictions extrapolate well across domains depends on whether the estimated model has captured generalizable structure. We provide a tractable formulation for this "out-of-domain" prediction problem and define the transfer error of a model based on how well it performs on data from a new domain. We derive finite-sample forecast intervals that are guaranteed to cover realized transfer errors with a user-selected probability when domains are iid, and use these intervals to compare the transferability of economic models and black box algorithms for predicting certainty equivalents. We find that in this application, the black box algorithms we consider outperform standard economic models when estimated and tested on data from the same domain, but the economic models generalize across domains better than the black-box algorithms do.

econ.TH↗