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KoBigBird-large: Transformation of Transformer for Korean Language Understanding

Yang, Kisu, Jang, Yoonna, Lee, Taewoo, Seong, Jinwoo, Lee, Hyungjin, Jang, Hwanseok, Lim, Heuiseok

arXiv.org Artificial Intelligence

This work presents KoBigBird-large, a large size of Korean BigBird that achieves state-ofthe-art performance and allows long sequence processing for Korean language understanding. Without further pretraining, we only transform the architecture and extend the positional encoding with our proposed Tapered Absolute Positional Encoding Representations (TAPER). Figure 1: An illustration of building KoBigBird-large In experiments, KoBigBird-large shows stateof-the-art process. Based on the architecture of KoBigBird-base overall performance on Korean language and the parameters of RoBERTa-large, our proposed understanding benchmarks and the best TAPER method is applied to build KoBigBird-large.


Bayesian Complementary Kernelized Learning for Multidimensional Spatiotemporal Data

Lei, Mengying, Labbe, Aurelie, Sun, Lijun

arXiv.org Artificial Intelligence

Probabilistic modeling of multidimensional spatiotemporal data is critical to many real-world applications. As real-world spatiotemporal data often exhibits complex dependencies that are nonstationary and nonseparable, developing effective and computationally efficient statistical models to accommodate nonstationary/nonseparable processes containing both long-range and short-scale variations becomes a challenging task, in particular for large-scale datasets with various corruption/missing structures. In this paper, we propose a new statistical framework -- Bayesian Complementary Kernelized Learning (BCKL) -- to achieve scalable probabilistic modeling for multidimensional spatiotemporal data. To effectively characterize complex dependencies, BCKL integrates two complementary approaches -- kernelized low-rank tensor factorization and short-range spatiotemporal Gaussian Processes. Specifically, we use a multi-linear low-rank factorization component to capture the global/long-range correlations in the data and introduce an additive short-scale GP based on compactly supported kernel functions to characterize the remaining local variabilities. We develop an efficient Markov chain Monte Carlo (MCMC) algorithm for model inference and evaluate the proposed BCKL framework on both synthetic and real-world spatiotemporal datasets. Our experiment results show that BCKL offers superior performance in providing accurate posterior mean and high-quality uncertainty estimates, confirming the importance of both global and local components in modeling spatiotemporal data.


Optimizing Multi-Taper Features for Deep Speaker Verification

Liu, Xuechen, Sahidullah, Md, Kinnunen, Tomi

arXiv.org Artificial Intelligence

Multi-taper estimators provide low-variance power spectrum estimates that can be used in place of the windowed discrete Fourier transform (DFT) to extract speech features such as mel-frequency cepstral coefficients (MFCCs). Even if past work has reported promising automatic speaker verification (ASV) results with Gaussian mixture model-based classifiers, the performance of multi-taper MFCCs with deep ASV systems remains an open question. Instead of a static-taper design, we propose to optimize the multi-taper estimator jointly with a deep neural network trained for ASV tasks. With a maximum improvement on the SITW corpus of 25.8% in terms of equal error rate over the static-taper, our method helps preserve a balanced level of leakage and variance, providing more robustness.


Integral Transforms from Finite Data: An Application of Gaussian Process Regression to Fourier Analysis

Ambrogioni, Luca, Maris, Eric

arXiv.org Machine Learning

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data implicitly assumes periodicity and bandlimitedness of the signal. In this paper, we use Gaussian process regression to estimate the Fourier transform (or any other integral transform) without making these assumptions. This is possible because the posterior expectation of Gaussian process regression maps a finite set of samples to a function defined on the whole real line, expressed as a linear combination of covariance functions. We estimate the covariance function from the data using an appropriately designed gradient ascent method that constrains the solution to a linear combination of tractable kernel functions. This procedure results in a posterior expectation of the analog signal whose Fourier transform can be obtained analytically by exploiting linearity. Our simulations show that the new method leads to sharper and more precise estimation of the spectral density both in noise-free and noise-corrupted signals. We further validate the method in two real-world applications: the analysis of the yearly fluctuation in atmospheric CO2 level and the analysis of the spectral content of brain signals.