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The existing methods tackle the knowledge grounding challenge by retrieving the relevant sentences over a large corpus and augmenting the dialogues with explicit extra information. Despite their success, however, the existing works have drawbacks in inference efficiency. This paper proposes KnowExpert, a framework to bypass the explicit retrieval process and inject knowledge into the pre-trained language models with lightweight adapters and adapt to the knowledge-grounded dialogue task. To the best of our knowledge, this is the first attempt to tackle this challenge without retrieval in this task under an open-domain chit-chat scenario. 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