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Scalable and Stable Parallelization of Nonlinear RNNs

This repository contains code for the paper "Towards Scalable and Stable Parallelization of Nonlinear RNNs," published in NeurIPS 2024. The paper is available on ArXiv here. The primary contributions of our paper are the quasi-DEER and ELK algorithms. quasi-DEER is a scalable algorithm. ELK, which stands for "Evaluating Levenberg-Marquardt with Kalman, is a stable algorithm. We also contribute quasi-ELK, which is both scalable and stable.

Figure 1

Our paper and codebase build on the work of YH Lim, et al., in "Parallelizing non-linear sequential models over the sequence length", (paper, codebase) published in ICLR 2024. This work from Machine Discovery Ltd is licensed under the BSD 3-Clause License. The particular files in our codebase from DEER are deer.py and the folder fig3; and much of the set-up in qdeer_profile_exps_figs_2_5_6 comes from the analogous experiments in DEER, though we contribute the memory profiling code.

Installation Instructions

We recommend using a virtual environment. Use python 3.12.1

Within that virtual environment, first install JAX with

pip install --upgrade pip
pip install -U "jax[cuda12]"

After installing JAX, pip install the package with

pip install --upgrade -e .[cr]

We originally wrote the paper in Python 3.9, but this required running in a singularity container and using old verisons of JAX. Using the code is much easier in Python 3.12.1 and the provided setup.py.

Installation into a Google colab

Google Colab runs with Python 3.10

To install into a Google colab, git clone this repo, and then cd into elk. First, import jax, and then run pip install --upgrade -e .[flex]

Versions

This is a living repo which will change as we develop more applications. See the tag v1.0.0 for the version corresponding to our NeurIPS paper

Citation

@inproceedings{gonzalez2024scalable,
  title={Towards Scalable and Stable Parallelization of Nonlinear RNNs},
  author={Xavier Gonzalez and Andrew Warrington and Jimmy T. H. Smith and Scott W. Linderman},
  booktitle={Advances in Neural Information Processing Systems (NeurIPS)},
  year={2024},
  url={https://doi.org/10.48550/arXiv.2407.19115},
}

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