FINN-GL: Generalized Mixed-Precision Extensions for FPGA-Accelerated LSTMs
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Abstract (arXiv)
Recurrent neural networks (RNNs), particularly LSTMs, are effective for time-series tasks like sentiment analysis and short-term stock prediction. However, their computational complexity poses challenges for real-time deployment in resource constrained environments. While FPGAs offer a promising platform for energy-efficient AI acceleration, existing tools mainly target feed-forward networks, and LSTM acceleration typically requires full custom implementation. In this paper, we address this gap by leveraging the open-source and extensible FINN framework to enable the generalized deployment of LSTMs on FPGAs. Specifically, we leverage the Scan operator from the Open Neural Network Exchange (ONNX) specification to model the recurrent nature of LSTM computations, enabling support for mixed quantisation within them and functional verification of LSTM-based models. Furthermore, we introduce custom transformations within the FINN compiler to map the quantised ONNX computation graph to hardware blocks from the HLS kernel library of the FINN compiler and Vitis HLS. We validate the proposed tool-flow by training a quantised ConvLSTM model for a mid-price stock prediction task using the widely used dataset and generating a corresponding hardware IP of the model using our flow, targeting the XCZU7EV device. We show that the generated quantised ConvLSTM accelerator through our flow achieves a balance between performance (latency) and resource consumption, while matching (or bettering) inference accuracy of state-of-the-art models with reduced precision. We believe that the generalisable nature of the proposed flow will pave the way for resource-efficient RNN accelerator designs on FPGAs.
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References · 10
- 2018Fast inference of deep neural networks in FPGAs for particle physicscited by 133
- 2018FINN-R: An End-to-End Deep-Learning Framework for Fast Exploration of Quantized Neural Networkscited by 56
- 2017Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methodscited by 49
- 2017Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysiscited by 46
- 2018Using Deep Learning for price prediction by exploiting stationary limit order book featurescited by 27
- 2018C-LSTM: Enabling Efficient LSTM using Structured Compression Techniques on FPGAscited by 21
- 2022Ultra-low latency recurrent neural network inference on FPGAs for physics applications with hls4mlcited by 14
- 2017Streamlined Deployment for Quantized Neural Networkscited by 12
- 2018FINN-L: Library Extensions and Design Trade-off Analysis for Variable Precision LSTM Networks on FPGAscited by 10
- 2022QONNX: Representing Arbitrary-Precision Quantized Neural Networkscited by 10
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