  Resolving individual gravitational waves from tens of millions of double
white dwarf (DWD) binaries in the Milky Way is a challenge for future
space-based gravitational wave detection programs. By using previous data to
define the priors for the next search, we propose an accelerated approach of
searching the DWD binaries and demonstrate its efficiency based on the GBSIEVER
detection pipeline. Compared to the traditional GBSIEVER method, our method can
obtain $\sim 50\%$ of sources with 2.5\% of the searching time for LDC1-4 data.
In addition, we find that both methods have a similar ability to detect the
Milky Way structure by their confirmed sources. The relative error of distance
and chirp mass is about 20\% for DWD binaries whose gravitational wave
frequency is higher than $4\times10^{-3}$ Hz, even if they are close to the
Galactic center. Finally, we propose a signal-to-noise ratio (SNR) threshold
for LISA to confirm the detection of DWD binaries. The threshold should be 16
when the gravitational wave frequency is lower than $4\times10^{-3}$ Hz and 9
when the frequency range is from $4\times10^{-3}$ Hz to $1.5\times10^{-2}$ Hz.
