Official code for UnICORNN (ICML 2021)

Overview

UnICORNN
(Undamped Independent Controlled Oscillatory RNN)
[ICML 2021]

This repository contains the implementation to reproduce the numerical experiments of the ICML 2021 paper UnICORNN: A recurrent model for learning very long time dependencies

Requirements

This code runs on GPUs only, as the recurrent part of UnICORNN is implemented directly in CUDA. The CUDA extension is compiled using pynvrtc. Make sure all of the packages below are installed.

python 3.7.4
cupy 7.6.0
pynvrtc 9.2
pytorch 1.5.1+cu101 
torchvision 0.6.1+cu101
torchtext 0.6.0
numpy 1.17.3
spacy 2.3.2

Speed

The recurrent part of UnICORNN is directly implemented in pure CUDA (as a PyTorch extension to the remaining standard PyTorch code), where each dimension of the underlying dynamical system is computed on an independent CUDA thread. This leads to an amazing speed-up over using PyTorch on GPUs directly (depending on the data set around 30-50 times faster). Below is a speed comparison of our UnICORNN implementation to the fastest RNN implementations you can find (the set-up of this benchmark can be found in the main paper):

Datasets

This repository contains the codes to reproduce the results of the following experiments for the proposed UnICORNN:

  • Permuted Sequential MNIST
  • Noise-padded CIFAR10
  • EigenWorms
  • Healthcare AI: Respiratory rate (RR)
  • Healthcare AI: Heart rate (HR)
  • IMDB

Results

The results of the UnICORNN for each of the experiments are:

Experiment Result
psMNIST 98.4% test accuracy
Noise-padded CIFAR10 62.4% test accuarcy
Eigenworms 94.9% test accuracy
Healthcare AI: RR 1.00 L2 loss
Healthcare AI: HR 1.31 L2 loss
IMDB 88.4% test accuracy

Citation

@inproceedings{pmlr-v139-rusch21a,
  title = 	 {UnICORNN: A recurrent model for learning very long time dependencies},
  author =       {Rusch, T. Konstantin and Mishra, Siddhartha},
  booktitle = 	 {Proceedings of the 38th International Conference on Machine Learning},
  pages = 	 {9168--9178},
  year = 	 {2021},
  volume = 	 {139},
  series = 	 {Proceedings of Machine Learning Research},
  publisher =    {PMLR},
}
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Comments
  • Extremely fast blowup of the output

    Extremely fast blowup of the output

    Hello,

    I'm interested in trying this model, but I'm finding that with standard defaults I get an immediate solution blowup.

    For example, if I consider the implementation in health_care/network.py and run the following code

    data = torch.randn(10, 50, 3)
    model = UnICORNN(3, 10, 1, 0.011, 9.0, 1)
    print(model(data))
    

    which are the dt and alpha defaults for the health care task, I get

    [ 3.2111e+18],
    [-7.2745e+00],
    [-2.6744e+23],
    [ 4.5934e+32],
    [ 2.4417e+28],
    [ 4.3936e+27],
    [-1.5807e+27],
    ...
    
    opened by jambo6 5
  • fixes for cupy 9.x

    fixes for cupy 9.x

    For cupy version 9.x you can just:

    import cupy as cp
    
    ...
    
    mod = cp.RawModule(code=UnICORNN_CODE, options=('--std=c++11',),
            name_expressions=('unicornn_fwd', 'unicornn_bwd'))
    ...
    

    which seems to work and you don't need to go through pynvrtc etc.

    opened by kashif 3
  • fixes for cupy 9.x

    fixes for cupy 9.x

    Which part of the code should I delete and where should I insert mod = cupy.RawModule(code=UnICORNN_CODE, options=('--std=c++11',), name_expressions=('unicornn_fwd', 'unicornn_bwd'))

    class UnICORNN_compile():
        _UnICORNN_PROG = Program(UnICORNN_CODE, 'unicornn_prog.cu')
        _UnICORNN_PTX = _UnICORNN_PROG.compile()
        _DEVICE2FUNC = {}
    
        def __init__(self):
            super(UnICORNN_compile, self).__init__()
    
        def compile_functions(self):
            device = torch.cuda.current_device()
            mod = function.Module()
            mod.load(bytes(self._UnICORNN_PTX.encode()))
            fwd_func = mod.get_function('unicornn_fwd')
            bwd_func = mod.get_function('unicornn_bwd')
    
            Stream = namedtuple('Stream', ['ptr'])
            current_stream = Stream(ptr=torch.cuda.current_stream().cuda_stream)
    
            self._DEVICE2FUNC[device] = (current_stream, fwd_func, bwd_func)
            return current_stream, fwd_func, bwd_func
    
        def get_functions(self):
            res = self._DEVICE2FUNC.get(torch.cuda.current_device(), None)
            return res if res else self.compile_functions()
    
    
    opened by tayalkshitij 1
Owner
Konstantin Rusch
PhD student in applied mathematics at ETH Zurich.
Konstantin Rusch
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