There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal (cross-time) and variate (cross-variate) dependencies. While Transformer-based models have gained popularity for their flexibility in capturing both sequential and cross-variate relationships, it is unclear how to best integrate these two sources of information in the context of the Transformer architecture while optimizing for both performance and efficiency. We re-purpose the Transformer architecture to effectively model both cross-time and cross-variate dependencies. Our approach begins by embedding each variate independently into a variate-wise representation that captures its cross-time dynamics, and then models cross-variate dependencies through attention mechanisms on these learned embeddings. Gating operations in both cross-time and cross-variate modeling phases regulate information flow, allowing the model to focus on the most relevant features for accurate predictions. Our method achieves state-of-the-art performance across 13 real-world datasets and can be seamlessly integrated into other Transformer-based and LLM-based forecasters, delivering performance improvements up to 20.7\% over original models. Code is available at this repository: https://github.com/nyuolab/Gateformer.

News feed recommendation is an important web service. In recent years, pre-trained language models (PLMs) have been intensively applied to improve the recommendation quality. However, the utilization of these deep models is limited in many aspects, such as lack of explainability and being incompatible with the existing inverted index systems. Above all, the PLMs based recommenders are inefficient, as the encoding of user-side information will take huge computation costs. Although the computation can be accelerated with efficient transformers or distilled PLMs, it is still not enough to make timely recommendations for the active users, who are associated with super long news browsing histories. In this work, we tackle the efficient news recommendation problem from a distinctive perspective. Instead of relying on the entire input (i.e., the collection of news articles a user ever browsed), we argue that the user's interest can be fully captured merely with those representative keywords. Motivated by this, we propose GateFormer, where the input data is gated before feeding into transformers. The gating module is made personalized, lightweight and end-to-end learnable, such that it may perform accurate and efficient filtering of informative user input. GateFormer achieves highly impressive performances in experiments, where it notably outperforms the existing acceleration approaches in both accuracy and efficiency. We also surprisingly find that even with over 10-fold compression of the original input, GateFormer is still able to maintain on-par performances with the SOTA methods.