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Towards Scalable and Stable Parallelization of Nonlinear RNNs

NeurIPS 2024 · Learning theory and algorithms › Combinatorial and search optimization · approach: Constrained neural network optimization · 2 citations (OpenAlex)

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Proposes quasi-DEER (diagonal Jacobian approximation) and ELK (Levenberg-Marquardt trust regions solved via parallel Kalman filtering) to make parallel evaluation of nonlinear RNNs scalable and numerically stable.

Problem

DEER evaluates nonlinear RNNs in parallel via Newton's method but has cubic work and quadratic memory in state size and is numerically unstable because undamped Newton can diverge.

Approach

Replace the dense Jacobian with its diagonal (quasi-Newton) to get O(TD) memory and O(TD) work per iteration, and stabilize Newton by adding a Levenberg-Marquardt trust region whose linear-Gaussian MAP solve is a parallel Kalman filter/smoother (ELK), with the combination quasi-ELK.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace dense Jacobians with diagonal Jacobian approximationsDEER on untrained GRU evaluation · Untrained GRU evaluationmemory usage: as much as an order of magnitude less memoryHelped
Replace dense Jacobians with diagonal Jacobian approximationsDEER on untrained GRU evaluation · Untrained GRU evaluationruntime vs sequential evaluation: up to twenty times fasterHelped
Replace dense Jacobians with diagonal Jacobian approximationsDEER for C. elegans classification training · C. elegans time-series classificationtraining iteration runtime: 2.5 times fasterHelped
Replace dense Jacobians with diagonal Jacobian approximations, including in the backward passDEER for C. elegans classification training · C. elegans time-series classificationvalidation accuracyNo clear effect
Add trust-region damping via Kalman filteringDEER on a trained autoregressive GRU · Trained autoregressive GRUconvergence stabilityHelped
Add trust-region damping via Kalman filteringDEER on a trained autoregressive GRU · Trained autoregressive GRUconvergence speedHelped
Combine diagonal Jacobian approximation with ELK trust-region dampingELK on a trained autoregressive GRU · Trained autoregressive GRUruntime: 221 millisecondsHelped
Use DEER instead of sequential generationTrained autoregressive GRU · Trained autoregressive GRUruntime: 96 milliseconds; 1,225 millisecondsHurt
Use ELK-style parallel methods instead of sequential generationELK and quasi-ELK · Trained autoregressive GRUruntime: 221 milliseconds; 96 millisecondsHurt
Use the diagonal Jacobian approximation rather than the exact Jacobian (ablation)DEER · General nonlinear RNN evaluationNewton iterations to convergence: approximately 2 times more Newton iterationsHurt

Surprising findings

Limitations

Experimental setup

Datasets: C. elegans eigenworms time series synthetic noisy sine wave

Benchmarks: untrained GRU evaluation timing/memory C. elegans eigenworms classification autoregressive GRU sine wave generation

Metrics: wall-clock time peak memory mean absolute discrepancy validation accuracy Newton iterations

Baselines: sequential evaluation DEER

Builds on: DEER Levenberg-Marquardt parallel associative scan iterated extended Kalman smoother

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