Conditional Attribute Estimation with Autoregressive Sequence Models
Erica Stutz, Giacomo Marino, Daniella Meeker, Qiao Liu, Andrew J. Loza

TL;DR
This paper introduces Conditional Attribute Transformers, a method that jointly estimates token probabilities and sequence attributes, enabling efficient attribute control, counterfactual analysis, and improved sequence generation.
Contribution
The paper presents a novel framework that combines attribute estimation with autoregressive models, improving global property control without sequence modification.
Findings
Achieves state-of-the-art performance on sparse reward tasks.
Estimates attribute probabilities significantly faster than sampling.
Enhances next-token prediction with larger models.
Abstract
Generative models are often trained with a next-token prediction objective, yet many downstream applications require the ability to estimate or control sequence-level properties. Next-token prediction can lead to overfitting of local patterns during training, underfitting of global structure, and requires significant downstream modifications or expensive sampling to guide or predict the global attributes of generated samples at inference time. Here, we introduce Conditional Attribute Transformers, a novel method for jointly estimating the next-token probability and the value of an attribute conditional on each potential next token selection. This framework enables three critical capabilities within a single forward pass, without modification of the input sequence: (1) per-token credit assignment across an entire sequence, by identifying how each token in a sequence is associated with an…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
