Continuous-Time Analysis of Heavy Ball Momentum in Min-Max Games

Since Polyak's pioneering work, heavy ball (HB) momentum has been widely studied in minimization. However, its role in min-max games remains largely unexplored. As a key component of practical min-max algorithms like Adam, this gap limits their effectiveness. In this paper, we present a continuous-time analysis for HB with simultaneous and alternating update schemes in min-max games. Locally, we prove smaller momentum enhances algorithmic stability by enabling local convergence across a wider range of step sizes, with alternating updates generally converging faster. Globally, we study the implicit regularization of HB, and find smaller momentum guides algorithms trajectories towards shallower slope regions of the loss landscapes, with alternating updates amplifying this effect. Surprisingly, all these phenomena differ from those observed in minimization, where larger momentum yields similar effects. Our results reveal fundamental differences between HB in min-max games and minimization, and numerical experiments further validate our theoretical results.

This paper presents a continuous-time analysis of the Heavy Ball momentum method in the context of min-max games, which are optimization problems involving two players with opposing objectives, such as in GANs or adversarial training. The authors aim to bridge the gap in understanding HB momentum, a common component in algorithms like Adam, for min-max games, which has been less explored compared to its application in minimization tasks.