Sequential models, such as Recurrent Neural Networks and Neural Ordinary Differential Equations, have long suffered from slow training due to their inherent sequential nature. For many years this bottleneck has persisted, as many thought sequential models could not be parallelized. We challenge this long-held belief with our parallel algorithm that accelerates GPU evaluation of sequential models by up to 3 orders of magnitude faster without compromising output accuracy. The algorithm does not need any special structure in the sequential models' architecture, making it applicable to a wide range of architectures. Using our method, training sequential models can be more than 10 times faster than the common sequential method without any meaningful difference in the training results. Leveraging this accelerated training, we discovered the efficacy of the Gated Recurrent Unit in a long time series classification problem with 17k time samples. By overcoming the training bottleneck, our work serves as the first step to unlock the potential of non-linear sequential models for long sequence problems.

The beauty of physics is that there is usually a conserved quantity in an always-changing system, known as the constant of motion. Finding the constant of motion is important in understanding the dynamics of the system, but typically requires mathematical proficiency and manual analytical work. In this paper, we present a neural network that can simultaneously learn the dynamics of the system and the constants of motion from data. By exploiting the discovered constants of motion, it can produce better predictions on dynamics and can work on a wider range of systems than Hamiltonian-based neural networks. In addition, the training progresses of our method can be used as an indication of the number of constants of motion in a system which could be useful in studying a novel physical system.