A surprising property of word vectors is that word analogies can often be solved with vector arithmetic. Most famously,

But why? Why do arithmetic operators apply to vectors generated by non-linear models such as word2vec? What conditions have to be satisfied by the training corpus for these analogies to hold in the vector space?

There have been surprisingly few theories trying to explain this phenomenon, and those that exist make strong assumptions about the distribution of word frequencies or the vector space. In our ACL 2019 paper, “Towards Understanding Linear Word Analogies”, we provide a formal explanation of word analogy arithmetic for GloVe and skipgram with negative sampling (SGNS) without making such strong assumptions. In turn, our theory provides:

1. the first information theoretic interpretation of Euclidean distance in SGNS and GloVe spaces
2. novel justification for using addition to compose SGNS word vectors
3. a formal proof of the intuitive explanation of word analogies, proposed in the GloVe paper

Most importantly, our theory is also supported by empirical evidence, making it much more tenable than past explanations.

### Limitations of Past Explanations

The latent variable model (Arora et al., 2016) was the first attempt to rigorously explain word analogy arithmetic. Gittens et al.’s criticism of this theory is that it assumes that word vectors are known a priori and generated by randomly scaling vectors sampled from the unit sphere (or having properties consistent with this procedure). The latent variable model also relies on vectors being isotropic, even though empirical work has found that SGNS vectors are generally not.

The paraphrase model (Gittens et al., 2017) contends that context words $C = \{ c_1 , …, c_m \}$ are semantically equivalent to a single word $c$ if $p(w|c_1,…,c_m) = p(w|c)$. If word frequencies have a uniform distribution, the paraphrase of $C$ can be written as a sum of its context vectors; vector arithmetic corresponds to inclusion or exclusion in this set. However, the authors themselves acknowledge that this assumption is unrealistic: word frequencies follow a Zipf distribution, which is far from uniform.

A more recent paper (Allen and Hospedales, 2019) tries to work around this assumption by claiming that error terms are small when operating on paraphrases. However, the paper disregards the effect of negative sampling, stating incorrectly that it is “detrimental”. The theory is not viable because the error term would otherwise scale with the number of negative samples, making it too large. The authors do not prove that their theory extends to GloVe either; they only conjecture that it does. Most importantly, neither work on the paraphrase model provides any empirical evidence supporting it.

### The Structure of Word Analogies

In the broadest sense, a word analogy is a statement of the form “a is to b as x is to y”, which asserts that a and x can be transformed in the same way to get b and y, and vice-versa. Given that this is just an invertible transformation, we can state it more formally:

A word analogy $f$ is an invertible transformation that holds over a set of ordered pairs $S$ iff $\forall\ (x,y) \in S, f(x) = y \wedge f^{−1}(y) = x$. When $f$ is of the form $\vec{x} \mapsto \vec{x} + \vec{r}$, it is a linear word analogy.

These linear word analogies, such as $\vec{king} + (\vec{woman} - \vec{man}) \approx \vec{queen}$, are what we’d like to explain. When they hold exactly, they form a parallelogram structure in the vector space (by definition):

Parallelograms have several useful properties that we can exploit. For one, a quadrilateral is a parallelogram iff each pair of opposite sides is equal in length (and in higher-dimensional spaces, all four points are coplanar). This means that

A linear word analogy holds exactly over a set of ordered word pairs $S$ iff $\| \vec{x} - \vec{y} \|^2$ is the same for every word pair, $\| \vec{a} - \vec{x} \|^2 = \| \vec{b} - \vec{y} \|^2$ for any two word pairs, and the vectors of all words in $S$ are coplanar.

### Interpreting Inner Products

In order to meaningfully interpret the conditions above, we need to be able to interpret the inner product (i.e., the dot product) of two word vectors.

However, the literature only tells us how to interpret the inner product of a word and context vector. Recall that SGNS and GloVe create two representations for each word – one for when it is the target word and one for when it is a context word (i.e., in the context window of some other word). The latter representation, called the context vector, is typically discarded after training.

We can interpret the inner product of a word and context vector because even though SGNS and GloVe learn vectors iteratively in practice, they are implicitly factorizing a word-context matrix containing a co-occurrence statistic. When the factorized matrix can be perfectly reconstructed, where $\vec{x}, \vec{y}$ are word vectors and $\vec{x}_c, \vec{y}_c$ their corresponding context vectors:

The first identity is the local objective of GloVe, where $X_{x,y}$ denotes the co-occurrence count and $b_x, b_y$ denote the learned biases for each word. The second identity is from Levy and Goldberg, who showed that SGNS is implicitly factorizing the pointwise mutual information (PMI) matrix of the word-context pairs shifted by log $k$, the number of negative examples. Since the matrix being factorized is symmetric, $\langle \vec{x}, \vec{y}_c \rangle = \langle \vec{x}_c, \vec{y} \rangle$.

#### Analogies in the Context Space

Using these identities and the symmetry of the factorized word-context matrix, we prove that any linear analogy $f$ that holds in the word space has a corresponding linear analogy $g$ that holds in the context space. More specifically:

A linear analogy $f : \vec{x} \mapsto \vec{x} + \vec{r}$ holds over ordered pairs $S$ in an SGNS or GloVe word space with no reconstruction error iff $\exists\ \lambda \in \mathbb{R}, g: \vec{x}_c \mapsto \vec{x}_c + \lambda \vec{r}$ holds over $S$ in the corresponding context space.

This theoretical finding concurs with prior empirical and theoretical work. Most work often assumes $\lambda \approx 1$ in practice, which we find to be true as well. This finding allows us to write $\| \vec{x} - \vec{y} \|^2$ as the inner product of $\vec{x} - \vec{y}$ and $\vec{x}_c - \vec{y}_c$ scaled by $1/\lambda$, making it much more interpretable.

### When do Linear Word Analogies Hold?

We now know the conditions that need to be satisfied for a linear analogy to hold in vector space and how to interpret the inner product of two word vectors.

This means that we can now use the SGNS or GloVe identity above to rewrite these conditions in terms of statistics over the training corpus. Regardless of which one we choose, we arrive at the Co-occurrence Shifted PMI Theorem (or csPMI Theorem, for short). Remarkably, even though SGNS and GloVe are completely different embedding models, the conditions under which analogies manifest in their vector spaces is the same!

Co-occurrence Shifted PMI Theorem

Let $\text{csPMI}(x,y) = \text{PMI}(x,y) + \log p(x,y)$, $W$ be an SGNS or GloVe word vector space with no reconstruction error, $M$ be the word-context matrix that is implicitly factorized by SGNS or GloVe, and $S$ be a set of ordered pairs such that $|S| > 1$ and all words in $S$ have a vector in $W$.

A linear analogy $f$ holds over word pairs $S$ iff

• $\text{csPMI}(x,y)$ is the same for every word pair $(x,y)$
• $\text{csPMI}(a, x) = \text{csPMI}(b, y)$ for any two word pairs $(x, y), (a, b)$
• $\{ M_{a,\cdot} - M_{y,\cdot}$, $M_{a,\cdot} - M_{y,\cdot}$, $M_{a,\cdot} - M_{y,\cdot} \}$ are linearly dependent for any two word pairs

For example, for $\vec{king} - \vec{man} + \vec{woman} = \vec{queen}$ to hold exactly in a noiseless SGNS or GloVe space, we would need the following to be satisfied by the training corpus:

• csPMI(king, queen) = csPMI(man, woman)
• csPMI(king, man) = csPMI(queen, woman)
• row vectors of the four words in the factorized word-context matrix to be coplanar

#### Robustness to Noise

In practice, linear word analogies hold even when there is noise. But why?

1. The definition of vector equality is looser in practice. An analogy task (a,?)::(x,y) is solved by finding the word closest to $\vec{a} + \vec{y} - \vec{x}$ (excluding $\vec{a}, \vec{x}, \vec{y}$ as possible answers). The correct answer can be found even when it is not exact and does not lie on the plane defined by $\vec{a}, \vec{x}, \vec{y}$.
2. Although the theorem assumes no reconstruction error for all word pairs, if we ignore the coplanarity constraint, only $|S|^2+2|S|$ pairs need to be recovered for $f$ to hold exactly over $S$.
3. Analogies mostly hold over frequent word pairs, which are associated with less noise. For example, analogies of countries and their capitals, which have a median frequency of 3436.5 in Wikipedia, can be solved with 95.4% accuracy; analogies of countries and their currency, which have a median frequency of just 19, can only be solved with 9.2% accuracy.

### Implications

#### The Intuition was Right all Along

The original GloVe paper conjectured that an analogy of the form “a is to b as x is to y” holds iff for every word $w$ in the vocabulary,

This has long been considered the intuitive explanation of word analogies, despite lacking a formal proof. In our paper, we show that this conjecture is indeed true (at least for SGNS).

#### Vector Addition as an Analogy

By introducing the idea of a null word $\emptyset$, which maps to the zero vector in any space, we can frame vector addition ($\vec{x} + \vec{y} = \vec{z}$) as a linear analogy over $\{(x,z), (\emptyset, y)\}$. If $z$ were in the vocabulary, $\text{csPMI}(x,z) = \log p(y) + \delta$, where $\delta \in \mathbb{R}$ is a model-specific constant. This, in turn, implies that

This suggests that the addition of two SGNS vectors implicitly downweights the more frequent word, as weighting schemes (e.g., SIF, TF-IDF) do ad hoc. For example, if the vectors for $x =$ ‘the’ and $y =$ ‘apple’ were added to create a vector for $z =$ ‘the_apple’, and if this were actually a term in the vocabulary, we’d expect csPMI(‘the_apple’, ‘apple’) > csPMI(‘the_apple’, ‘the’). Although, in reality, most bigrams are not terms in the vocabulary, this helps explain empirical observations that averaging word vectors is a surprisingly effective way of composing them.

#### Interpreting Euclidean Distance

$\exists\ \lambda \in \mathbb{R}^+, \alpha \in \mathbb{R}^-$ such that for any two words $x, y$ in a noiseless SGNS or GloVe space,

The squared Euclidean distance between two words is simply a decreasing linear function of their csPMI. This is intuitive: the more similar two words are in the training corpus – as measured by the csPMI – the smaller the distance between their vectors. Still, to our knowledge, this is the first information theoretic interpretation of Euclidean distance in word vector spaces.

### Empirical Evidence

As mentioned earlier, a key problem with prior theories is that there is very little (if any) empirical evidence supporting them. Below, we present two empirical findings that lend credence to ours.

#### Estimating csPMI

According to the csPMI Theorem, if an analogy holds exactly over a set of word pairs in a noiseless word vector space, then each pair has the same csPMI value. To test this, we count word co-occurrences in Wikipedia and calculate the mean csPMI values for analogies in the word2vec paper over the word pairs for which they should hold (e.g., {(Paris, France), (Berlin, Germany)} for capital-world). We then try to solve these analogies – in the traditional manner, by minimizing cosine distance – using SGNS vectors trained on Wikipedia.

In the table above, we can see that

1. When the variance in csPMI is lower, solutions to analogies are more accurate (Pearson’s $r = -0.70$). This is because an analogy is more likely to hold over a set of word pairs when the geometric translations are identical, and thus when the csPMI values are identical.

2. Similar analogies, such as capital-world and capital-common-countries, have similar mean csPMI values. Our theory implies this, since similar analogies have similar translation vectors.

3. The change in mean csPMI mirrors a change in the type of analogy, from geography (red) to verb tense (purple) to adjectives (blue). The only outlier, currency, has a very high csPMI variance, very low accuracy, and word pairs that rarely co-occur in Wikipedia. Also note that while analogies correspond neatly to the mean csPMI, they have no relation to the mean PMI.

#### Euclidean Distance and csPMI

To test the interpretation of Euclidean distance offered by the csPMI Theorem, we plot $-\text{csPMI}(x,y)$ against $\|\vec{x} - \vec{y}\|^2$ for SGNS vectors trained on Wikipedia:

As expected, there is a moderately strong positive correlation (Pearson’s $r = 0.502$); the more similar two words are (as defined by csPMI), the smaller the Euclidean distance between their vectors. In the normalized word space, the correlation is just as strong (Pearson’s $r = 0.514$).

### Conclusion

In a noiseless SGNS or GloVe space, a linear analogy holds exactly over a set of word pairs iff the co-occurrence shifted PMI is the same for every word pair and across any two word pairs, provided the row vectors of those words in the factorized word-context matrix are coplanar.

This, in turn, reaffirms the long-standing intuition on why word analogies hold, helps explain why vector addition is a decent means of composing words, and provides a new interpretation of Euclidean distance in word vector spaces. Unlike past theories of word analogy arithmetic, there is plenty of empirical evidence to support the csPMI Theorem, making it much more tenable.

Many thanks to Omer Levy and Yoav Goldberg for their helpful comments on an early draft of this paper, as well as the anonymous ACL reviewers. Special thanks to Graeme Hirst, Krishnapriya Vishnubhotla, Chloe Pou-Prom, and Allen Nie for their comments on this blog post.