Papers › Towards Scalable and Stable Parallelization of Nonlinear RNNs

Towards Scalable and Stable Parallelization of Nonlinear RNNs

26 Jul 2024arXiv:2407.19115archive 2025-07-28

Xavier Gonzalez, Andrew Warrington, Jimmy T. H. Smith, Scott W. Linderman

Transformers and linear state space models can be evaluated in parallel on modern hardware, but evaluating nonlinear RNNs appears to be an inherently sequential problem. Recently, however, Lim et al. '24 developed an approach called DEER, which evaluates nonlinear RNNs in parallel by posing the states as the solution to a fixed-point problem. They derived a parallel form of Newton's method to solve the fixed-point problem and achieved significant speedups over sequential evaluation. However, the computational complexity of DEER is cubic in the state size, and the algorithm can suffer from numerical instability. We address these limitations with two novel contributions. To reduce the computational complexity, we apply quasi-Newton approximations and show they converge comparably to Newton, use less memory, and are faster. To stabilize DEER, we leverage a connection between the Levenberg-Marquardt algorithm and Kalman smoothing, which we call ELK. This connection allows us to stabilize Newton's method while using efficient parallelized Kalman smoothing algorithms to retain performance. Through several experiments, we show that these innovations allow for parallel evaluation of nonlinear RNNs at larger scales and with greater stability.

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binary_operator lindermanlab/elk/elk/models/ssm.py official repository ran BSD-3-Clause (permissive) · cc57db8369c5d5df · report
discretize_bilinear lindermanlab/elk/elk/models/ssm.py official repository ran BSD-3-Clause (permissive) · 9d8d1d6e66ab0b5b · report
discretize_zoh lindermanlab/elk/elk/models/ssm.py official repository ran BSD-3-Clause (permissive) · da7a8a4afbf9a53f · report
make_DPLR_HiPPO lindermanlab/elk/elk/models/ssm_init.py official repository ran BSD-3-Clause (permissive) · ccbe2ce2b6220758 · report
make_HiPPO lindermanlab/elk/elk/models/ssm_init.py official repository ran BSD-3-Clause (permissive) · 270b83f06c0fa675 · report
make_NPLR_HiPPO lindermanlab/elk/elk/models/ssm_init.py official repository ran BSD-3-Clause (permissive) · b7812ff1a3838617 · report
make_scalar_params lindermanlab/elk/elk/utils/parallel_kalman_scalar.py official repository ran BSD-3-Clause (permissive) · 5ed5fad0395e9de2 · report
make_unpacking_tuple lindermanlab/elk/elk/utils/elk_utils.py official repository ran BSD-3-Clause (permissive) · 139ecb120bda617a · report
rectify lindermanlab/elk/elk/models/model_utils.py official repository ran BSD-3-Clause (permissive) · 40b10cbf8006f1b1 · report
sample_AR_many_layers lindermanlab/elk/elk/models/model_utils.py official repository ran BSD-3-Clause (permissive) · 08adf88d4235a6af · report
str2bool lindermanlab/elk/elk/models/model_utils.py official repository ran · violated contract BSD-3-Clause (permissive) · 7c508037b40522af · report
unpack_state lindermanlab/elk/elk/utils/elk_utils.py official repository ran BSD-3-Clause (permissive) · f014c636df2c771c · report
deer_iteration lindermanlab/elk/elk/algs/deer.py official repository unverified BSD-3-Clause (permissive) · 7b98e2132b6ba6ee · report
deer_iteration_eval lindermanlab/elk/elk/algs/deer.py official repository unverified BSD-3-Clause (permissive) · 9c7863de7bd3644d · report
pack_state lindermanlab/elk/elk/utils/elk_utils.py official repository unverified BSD-3-Clause (permissive) · 51e5bbc3d32e269a · report
parallel_scalar_filter lindermanlab/elk/elk/utils/parallel_kalman_scalar.py official repository unverified BSD-3-Clause (permissive) · a9ec88fdd23680bc · report
seq1d lindermanlab/elk/elk/algs/deer.py official repository unverified BSD-3-Clause (permissive) · e76d4d34c46d65cd · report

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