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In this paper we aim to investigate the mechanisms that guide text generation with pre-trained Transformer-based Language Models (TLMs). Grounded on the Product of Experts formulation by Hinton (1999), we describe a generative mechanism that exploits expert units which naturally exist in TLMs. Such units are responsible for detecting concepts in the input and conditioning text generation on such concepts. We describe how to identify expert units and how to activate them during inference in order to induce any desired concept in the generated output. We find that the activation of a surprisingly small amount of units is sufficient to steer text generation (as little as 3 units in a model with 345M parameters). While the objective of this work is to learn more about how TLMs work, we show that our method is effective for conditioning without fine-tuning or using extra parameters, even on fine-grained homograph concepts. Additionally, we show that our method can be used to correct gender bias present in the output of TLMs and achieves gender parity for all evaluated contexts. We compare our method with FUDGE and PPLM-BoW, and show that our approach is able to achieve gender parity at a lower perplexity. The proposed method is accessible to a wide audience thanks to its simplicity and minimal compute needs. The findings in this paper are a step forward in understanding the generative mechanisms of TLMs.

Market regimes is a popular topic in quantitative finance even though there is little consensus on the details of how they should be defined. They arise as a feature both in financial market prediction problems and financial market task performing problems. In this work we use discrete event time multi-agent market simulation to freely experiment in a reproducible and understandable environment where regimes can be explicitly switched and enforced. We introduce a novel stochastic process to model the fundamental value perceived by market participants: Continuous-Time Markov Switching Trending Ornstein-Uhlenbeck (CTMSTOU), which facilitates the study of trading policies in regime switching markets. We define the notion of regime-awareness for a trading agent as well and illustrate its importance through the study of different order placement strategies in the context of order execution problems.

A general Bayesian framework is introduced for mixture modelling and inference with real-valued time series. At the top level, the state space is partitioned via the choice of a discrete context tree, so that the resulting partition depends on the values of some of the most recent samples. At the bottom level, a different model is associated with each region of the partition. This defines a very rich and flexible class of mixture models, for which we provide algorithms that allow for efficient, exact Bayesian inference. In particular, we show that the maximum a posteriori probability (MAP) model (including the relevant MAP context tree partition) can be precisely identified, along with its exact posterior probability. The utility of this general framework is illustrated in detail when a different autoregressive (AR) model is used in each state-space region, resulting in a mixture-of-AR model class. The performance of the associated algorithmic tools is demonstrated in the problems of model selection and forecasting on both simulated and real-world data, where they are found to provide results as good or better than state-of-the-art methods.

We present a survey covering the state of the art in low-resource machine translation research. There are currently around 7000 languages spoken in the world and almost all language pairs lack significant resources for training machine translation models. There has been increasing interest in research addressing the challenge of producing useful translation models when very little translated training data is available. We present a summary of this topical research field and provide a description of the techniques evaluated by researchers in several recent shared tasks in low-resource MT.

Market regimes is a popular topic in quantitative finance even though there is little consensus on the details of how they should be defined. They arise as a feature both in financial market prediction problems and financial market task performing problems. In this work we use discrete event time multi-agent market simulation to freely experiment in a reproducible and understandable environment where regimes can be explicitly switched and enforced. We introduce a novel stochastic process to model the fundamental value perceived by market participants: Continuous-Time Markov Switching Trending Ornstein-Uhlenbeck (CTMSTOU), which facilitates the study of trading policies in regime switching markets. We define the notion of regime-awareness for a trading agent as well and illustrate its importance through the study of different order placement strategies in the context of order execution problems.

Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability to capture precise long-range dependency coupling between output and input efficiently. Recent studies have shown the potential of Transformer to increase the prediction capacity. However, there are several severe issues with Transformer that prevent it from being directly applicable to LSTF, such as quadratic time complexity, high memory usage, and inherent limitation of the encoder-decoder architecture. To address these issues, we design an efficient transformer-based model for LSTF, named Informer, with three distinctive characteristics: (i) a $ProbSparse$ Self-attention mechanism, which achieves $O(L \log L)$ in time complexity and memory usage, and has comparable performance on sequences' dependency alignment. (ii) the self-attention distilling highlights dominating attention by halving cascading layer input, and efficiently handles extreme long input sequences. (iii) the generative style decoder, while conceptually simple, predicts the long time-series sequences at one forward operation rather than a step-by-step way, which drastically improves the inference speed of long-sequence predictions. Extensive experiments on four large-scale datasets demonstrate that Informer significantly outperforms existing methods and provides a new solution to the LSTF problem.

How to explicitly encode positional information into neural networks is important in learning the representation of natural languages, such as BERT. Based on the Transformer architecture, the positional information is simply encoded as embedding vectors, which are used in the input layer, or encoded as a bias term in the self-attention module. In this work, we investigate the problems in the previous formulations and propose a new positional encoding method for BERT called Transformer with Untied Positional Encoding (TUPE). Different from all other works, TUPE only uses the word embedding as input. In the self-attention module, the word contextual correlation and positional correlation are computed separately with different parameterizations and then added together. This design removes the addition over heterogeneous embeddings in the input, which may potentially bring randomness, and gives more expressiveness to characterize the relationship between words/positions by using different projection matrices. Furthermore, TUPE unties the [CLS] symbol from other positions to provide it with a more specific role to capture the global representation of the sentence. Extensive experiments and ablation studies on GLUE benchmark demonstrate the effectiveness and efficiency of the proposed method: TUPE outperforms several baselines on almost all tasks by a large margin. In particular, it can achieve a higher score than baselines while only using 30% pre-training computational costs. We release our code at //github.com/guolinke/TUPE.

The word order between source and target languages significantly influences the translation quality in machine translation. Preordering can effectively address this problem. Previous preordering methods require a manual feature design, making language dependent design costly. In this paper, we propose a preordering method with a recursive neural network that learns features from raw inputs. Experiments show that the proposed method achieves comparable gain in translation quality to the state-of-the-art method but without a manual feature design.

Internet of Things (IoT) infrastructure within the physical library environment is the basis for an integrative, hybrid approach to digital resource recommenders. The IoT infrastructure provides mobile, dynamic wayfinding support for items in the collection, which includes features for location-based recommendations. The evaluation and analysis herein clarified the nature of users' requests for recommendations based on their location, and describes subject areas of the library for which users request recommendations. The results indicated that users of IoT-based recommendations are interested in a broad distribution of subjects, with a short-head distribution from this collection in American and English Literature. A long-tail finding showed a diversity of topics that are recommended to users in the library book stacks with IoT-powered recommendations.

In this short note, we present an extension of long short-term memory (LSTM) neural networks to using a depth gate to connect memory cells of adjacent layers. Doing so introduces a linear dependence between lower and upper layer recurrent units. Importantly, the linear dependence is gated through a gating function, which we call depth gate. This gate is a function of the lower layer memory cell, the input to and the past memory cell of this layer. We conducted experiments and verified that this new architecture of LSTMs was able to improve machine translation and language modeling performances.