On the Performance Analysis of Momentum Method: A Frequency Domain Perspective

• URL: http://arxiv.org/abs/2411.19671v2
• Date: Wed, 12 Feb 2025 01:34:12 GMT
• Title: On the Performance Analysis of Momentum Method: A Frequency Domain Perspective
• Authors: Xianliang Li, Jun Luo, Zhiwei Zheng, Hanxiao Wang, Li Luo, Lingkun Wen, Linlong Wu, Sheng Xu,
• Abstract summary: We present a frequency domain analysis framework that interprets the momentum method as a time-variant filter. Our experiments support this perspective and provide a deeper understanding of the mechanism involved.
• Score: 9.566967680633615
• License:
• Abstract: Momentum-based optimizers are widely adopted for training neural networks. However, the optimal selection of momentum coefficients remains elusive. This uncertainty impedes a clear understanding of the role of momentum in stochastic gradient methods. In this paper, we present a frequency domain analysis framework that interprets the momentum method as a time-variant filter for gradients, where adjustments to momentum coefficients modify the filter characteristics. Our experiments support this perspective and provide a deeper understanding of the mechanism involved. Moreover, our analysis reveals the following significant findings: high-frequency gradient components are undesired in the late stages of training; preserving the original gradient in the early stages, and gradually amplifying low-frequency gradient components during training both enhance performance. Based on these insights, we propose Frequency Stochastic Gradient Descent with Momentum (FSGDM), a heuristic optimizer that dynamically adjusts the momentum filtering characteristic with an empirically effective dynamic magnitude response. Experimental results demonstrate the superiority of FSGDM over conventional momentum optimizers.

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