To effectively enable people to understand new topics, explanations should be tailored to their backgrounds and abilities. Prompting alone has been shown to be insufficient for creating such explanations, and other computational methods are missing so far. Therefore, this paper investigates whether LLMs can be steered to generate explanations that are tailored to a specific group of people. To this end, we propose an approach that first identifies group-specific attributes in terms of explanatory style and knowledge of a specific target group. Building on activation engineering, it then computes attribute-based steering vectors and adds them to the internal activations of an LLM during inference to enable a fine-grained steering. In our experiments, we assess the steering effectiveness in terms of specificity and factuality of the generated explanations. Additionally, we evaluate the explanations in a study with human experts from different target groups. Compared to prompting and state-of-the-art steering baselines, our approach tailors the explanations significantly better to the target group while maintaining the best specificity-factuality balance.
Ria Mundhra, Gustavo Sato dos Santos, Michael Benediktcs.AI
Time series forecasts are widely used in decision-critical domains, where they are rarely consumed without accompanying explanations. Producing such explanations is usually a manual and costly process, and attempts to automate it using large language models often suffer from hallucination when applied to temporal data. We propose a domain-agnostic framework for grounded natural language explanation generation for time series forecasts, illustrated in Figure 1. The framework consists of three components: (i) extraction of structured explanatory factors from historical analyst-written explanations, (ii) evidence-conditioned explanation generation, and (iii) scalable evaluation for readability, logical consistency, and persuasiveness. The design explicitly constrains generation to verifiable evidence, reducing unsupported claims. We evaluate the framework on a financial forecasting case study involving the NASDAQ-100 index and a freight pricing case study using data from Vortexa. Results show that generated explanations approached analyst-written explanations in terms of readability, consistency and persuasiveness. These findings demonstrate that grounded explanation generation for time series forecasting can be achieved at scale without domain-specific fine-tuning.