Tuning Frequency Bias of State Space Models

We thank the reviewer for the careful review and insightful comments. Below we address the questions and comments raised in this review.

• Limitation to diagonal systems: We acknowledge that our analysis of the training and the proposed hyperparameter $\alpha$ is indeed restricted to the diagonal setting. On the other hand, the Sobolev-norm-based filter is valid for any SSM. We would also like to highlight the fact that most modern SSMs that are used in practice rely on a diagonal matrix $\mathbf{A}$, so our methods still enjoy wide applicability. Extending the analyses to the nondiagonal case is an interesting problem and can probably be achieved by some control mechanisms or spectral theory (see [1] and [2] for some example analyses not in the context of frequency bias). That is, as long as $\mathbf{A} = \mathbf{V} \boldsymbol{\Lambda} \mathbf{V}^{-1}$ is diagonalizable, the systems $(\mathbf{A}, \mathbf{B}, \mathbf{C}, \mathbf{D})$ and $(\boldsymbol{\Lambda}, \mathbf{V}^{-1}\mathbf{B}, \mathbf{C}\mathbf{V}, \mathbf{D})$ are equivalent. Hence, frequency bias can still be tuned as long as one can control the eigenvalues of the nondiagonal matrix $\mathbf{A}$.

• Tuning hyperparameters: In our experiments, we have set $\beta$ to be a trainable parameter, which does not require any tuning. We have provided a more concrete guideline for tuning the hyperparameter $\alpha$ in Appendix G. We have done relatively little tuning when doing the experiments in Table 3, only trying 2-3 different values of $\alpha$ for each task.

We hope this answers the reviewer's questions and concerns. We are happy to answer any follow-up question(s) that the reviewer may have.

[1] Erichson, N. B., Azencot, O., Queiruga, A., Hodgkinson, L., Mahoney, M. W., Lipschitz recurrent neural networks, International Conference on Learning Representations, 2021.

[2] Yu, A., Nigmetov, A., Morozov, D., Mahoney, M. W., Erichson, N. B., Robustifying state-space models for long sequences via approximate diagonalization, International Conference on Learning Representations, 2023.

We thank the reviewer for the careful review and insightful comments. Below we address the questions and comments raised in this review.

• W1: Please find our detailed response to the questions.

• W2: Thank you for pointing out the issue with notation overlap. We have changed $a = x + iy$ into $a = v + iw$, where we refrained from using $a = u + iv$ since $\mathbf{u}$ is reserved for the inputs of the LTI systems.

• W3: We have added the integral definition of the total variation to our manuscript.

• Q1: The reviewer has correctly identified that a high-magnitude transfer function is sufficient for a frequency to "pass." Here, we provide more intuitions in terms of why the total variation is a good measurement of the frequency bias. As noted in [2], one reason why an LTI system in an SSM degenerates is that its transfer function is too flat. That is, if $\mathbf{G}$ can be well-approximated by a much lower-degree rational function, then one can essentially replace the large LTI system with a much smaller one. In other words, our LTI system is not as expressive as its size may have suggested. If we now restrict our attention to only a part of the frequency domain, then the same reasoning applies: if the transfer function $\mathbf{G}$ is flat on $[a,b]$, then we can replace a large LTI system with a much smaller one. While the small system may not well-approximate the original system on the entire frequency domain, the approximation is good on $[a,b]$. Hence, this essentially means that our LTI system is unable to capture "complex patterns" in the frequency interval $[a,b]$ because all it does in $[a,b]$ can also be done by a much smaller system. We have added a similar discussion of this in Appendix A.

• Q2: As $L \rightarrow \infty$, $\tan((1 - (L-1)/L) \pi / 2) \rightarrow \infty$ so the "edge of nonzero information" could grow arbitrarily large. However, this is only due to the fact that very few samplers of the transfer function $\mathbf{G}$ will become large. See Figure 7 (Right), for example. While there exists a sampler whose imaginary part $> 10000$, most are actually $< 1000$. That being said, as $L \rightarrow \infty$, one can always make up a synthetic input data of which $\alpha$ needs to be arbitrarily large to capture. However, in the average case, the few large samplers would only contain a vanishing proportion of the information as $L \rightarrow \infty$ --- that is why Rule I does not involve $L$.

• Q3: The reviewer raised a good point. Different choices are made in the definition of the Sobolev norm. These norms are different but norm-equivalent (i.e., $c \\|\cdot\\|_x \leq \\|\cdot\\|_y \leq C \\|\cdot\\|_x$ for constants $c, C > 0$) so that they lead to the same Sobolev space. In our case, the $(1+|s|^2)^\beta$ and $(1+|s|)^{2\beta}$ factors lead to equivalent norms, although they are numerically different. The factor we chose came from the spherical harmonics community [1], but we have remarked that in our manuscript to avoid potential confusion.

• Q4: We have added a concrete guideline for tuning $\alpha$ in Appendix G. For the LRA tasks, we do not set $\beta$ as a tuning parameter but instead make it a trainable parameter. In general, we find that on LRA tasks, tuning $\alpha$ is indeed more effective than training $\beta$. However, our ablation study below still shows that the model benefits from having a $\beta$ involved.

  	ListOps	Text	Retrieval	Image	PathFinder	PathX
  only $\alpha$	61.24	89.32	91.35	90.51	95.74	97.52
  only $\beta$	61.15	88.92	90.31	89.75	95.93	96.12
  with neither	60.47	86.18	89.46	88.19	93.06	91.95
  with both	62.75	89.76	92.45	90.89	95.89	97.84

  Moreover, for some tasks where one needs a more extreme frequency bias, having only $\alpha$ is suboptimal, while $\beta$ is really making a big difference. (See Table 2 for example.)

We hope this answers the reviewer's questions and concerns. We are happy to answer any follow-up question(s) that the reviewer may have.

[1] J. A. Barcelo, M. Folch-Gabayet, T. Luque, S Perez-Esteva, and M. C. Vilela. The Fourier extension operator of distributions in Sobolev spaces of the sphere and the Helmholtz equation. Proc. Roy. Soc. Edin. Sec. A: Math., 151(6):1768–1789, 2021.

[2] A. Yu, M. W. Mahoney, N. B. Erichson, HOPE for a robust parameterization of long-memory state space models, arXiv preprint arXiv:2405.13975, 2024.

We thank the reviewer for the careful review and insightful comments. Below we address the questions and comments raised in this review.

• W1: When we say "distinguishing," we have in mind two input signals that pass through the same LTI system. If an LTI system is good at "distinguishing" the low-frequency signals, then that means if we have two different low-frequency signals, say $\cos(t)$ and $\cos(1.1 t)$, then the two corresponding outputs would be very different: for instance, $0.1\cos(t)$ and $10\cos(1.1 t)$. We believe that another source of confusion is the conversion between the time domain and the frequency domain. The transfer function $\mathbf{G}$ is always a rational function and is defined on the frequency domain. For example, given an input signal $t \mapsto \cos(kt)$ for a fixed $k$, the output is (ignoring the constants in the Fourier transform)
  $

  \mathbf{y}(t) = (\mathbf{G}(is) (\cos(kt))^\wedge)^\vee(t) = (\mathbf{G}(is) (\delta_{-k}(s) + \delta_{k}(s)))^\vee(t) = (\mathbf{G}(-ik) + \mathbf{G}(ik)) \cos(kt),
  $

where $\delta$ is the Dirac delta function. Hence, if $\mathbf{G}(ik)$ has a large total variation when $k$ is close to zero, then when $k$ varies in the low-frequency region (i.e., when $|k|$ is small), the output given the low-frequency input $\cos(kt)$ will change rapidly. This is how frequency bias is related to the total variation of the transfer function. We have added Figure 6 in our manuscript to further clarify this and we have also explained below why this is a good definition of frequency bias. We are happy to answer any follow-up questions from the reviewer.

• W2: When discussing this lemma, we have in mind that $B \rightarrow \infty$ while $y_j$'s are unchanged. That is, we fix an initialization and let the bandlimit $B$ increase. Then, as $B$ gets larger, i.e., when the frequencies get higher, the total variation would vanish eventually. We have reworded this statement in our manuscript.

• W3: The initialization studied in Corollary 1 is indeed the S4D-Lin initialization (see Listing 1 of [1] and the implementation in the original $`s4`$ repository: https://github.com/state-spaces/s4/blob/main/models/s4/s4d.py by Gu et al.) We have also added a result for the HiPPO-LegS initialization (see Corollary 2 in Appendix B).

• Question from the reviewer: We confirm that we scale the initialization by multiplying the imaginary parts of each diagonal entry of $\mathbf{A}$ by a hyperparameter $\alpha$. The ablation study in [1] considers only multiplying the imaginary parts by $0.01$ and $100$, i.e. $\alpha = 0.01$ or $100$. These numbers are a bit too extreme, and from Figure 5 in our manuscript, we can see that a substantially reduced accuracy is well expected. In our case, we normally set $\alpha$ to be $3$ or $5$ when learning the LRA tasks, which gives a better amount of frequency bias. We provide in Figure 5 and section 6 (III) an ablation study where we only changed $\alpha$ and only changed $\beta$. In the meantime, we are happy to provide more comprehensive data on LRA tasks:

  	ListOps	Text	Retrieval	Image	PathFinder	PathX
  only $\alpha$	61.24	89.32	91.35	90.51	95.74	97.52
  only $\beta$	61.15	88.92	90.31	89.75	95.93	96.12
  with neither	60.47	86.18	89.46	88.19	93.06	91.95
  with both	62.75	89.76	92.45	90.89	95.89	97.84

  Right now, the rows with "only $\alpha$" and "only $\beta$" are done with one random seed. We will update the manuscript with results from multiple trials once they finish

We hope this answers the reviewer's questions and concerns. We are happy to answer any follow-up question(s) that the reviewer may have.

[1] Gu, Albert, et al. "On the parameterization and initialization of diagonal state space models." Advances in Neural Information Processing Systems 35 (2022): 35971-35983.

We thank the reviewer for the careful review and insightful comments. Below we address the questions and comments raised in this review.

• Generalization to general NNs: We acknowledge that many discussions in this paper are limited to the SSM case. The scaling of the initialization is not applicable to a general neural network. The Sobolev-norm-based ideas, on the other hand, can be extended to the general neural network case, where the one-dimensional Fourier modes are extended to the multi-dimensional spherical harmonics. Some related works are discussed in our introduction.

• Suboptimality for practitioners: We admit that the introduction of the additional hyperparameter leads to more work for the practitioners. We have set $\beta$ to be a trainable parameter so that it would not require additional tuning. Moreover, we have added more concrete guidelines for a practitioner in Appendix G to make the tuning of $\alpha$ much easier.

• Q1: Thank you for pointing out this issue. We have explained what HiPPO is when we first discuss it on line 92.

• Q2: Please see our discussion above for a general NN.

• Q3: There are several ways to compute the Sobolev filter. If an SSM is trained in the frequency domain, then applying the Sobolev filter reduces to multiplying the FFT of the convolutional kernel by the corresponding scaling factors, which costs almost nothing. If an SSM is trained using scan algorithms, then we propose to preprocess the inputs before applying the standard scan algorithm, because one can alternatively view the Sobolev filter as one applying to the inputs instead of the LTI systems. We have included more details in Appendix F.

• Q4: In Figure 4, there are two types of noises: one with the horizontal stripes and the other with the vertical stripes. We flatten the images in the row-major order. That is, we form the sequence by grabbing the pixels from the first row, then the second row, then the third, etc. With the horizontal stripes, the noise does not change within a row, resulting in a low-frequency noisy sequence. With the vertical stripes, the noise changes rapidly within a row, resulting in a high-frequency noisy sequence. We provided Figure 9 for a visual demonstration. Hence, when a high-pass filter is applied, the low-frequency noises are blocked (second row, last image) while the high-frequency noises still pass (last row, last image). When a medium-to-low-pass filter is applied, on the other hand, we can see that the low-frequency noises pass (second row, second-last image) whereas the high-frequency noises are blocked (last row, second-last image).

We hope this answers the reviewer's questions and concerns. We are happy to answer any follow-up question(s) that the reviewer may have.

Dear Albert,

Thank you for your question! We are glad (and honored) that you found our paper interesting. We confirm that the prototype we studied in this work is the S4D-Lin framework. The question about the HiPPO-LegS initialization is certainly a fair and interesting one. While we have not empirically tested the frequency bias of HiPPO-LegS, we outline some lines of thoughts that could be useful:

1. If we consider an S4D model with the S4D-LegS or S4D-Inv initialization, which diagonalizes the rank-one perturbation of the HiPPO-LegS matrix $\mathbf{A}$, then there are indeed eigenvalues with much larger imaginary parts. In this case, we do expect that the model is better at capturing the high frequencies than one initialized by S4D-Lin. One thing to note is that the S4D-LegS (or S4D-Inv) initialization does not place the eigenvalues equispacedly in the Fourier domain. In particular, there are much fewer eigenvalues in the high-frequency domain than the low-frequency one. The frequency bias depends on both the support and the density of the spectrum of $\mathbf{A}$. That being said, in some cases where there is a high demand for learning high frequencies, scaling the S4D-Lin initialization into the high-frequency domain may be more effective than using S4D-LegS or S4D-Inv directly. However, S4D-LegS and S4D-Inv may exhibit an inductive bias tailored to other tasks, where one needs to learn just a little bit (but not too much) of the high frequencies. In general, we believe that frequency bias can be better tuned if one knows some spectral information about the problem at hand.

2. Still with the S4D model, another way to diagonalize the HiPPO-LegS matrix is to marginally perturb it and then diagonalize, which was studied in our earlier work (https://openreview.net/forum?id=DjeQ39QoLQ). In that case, we did witness a lot of eigenvalues with very large imaginary parts. The fact that this diagonalization strategy showed an improved performance can potentially be attributed to them. However, one thing that we would like to note is that in this initialization, when an eigenvalue has a large imaginary part, it is also usually accompanied by a very negative real part. We did not explicitly discuss the real parts in our paper, but as noted in several works (e.g., https://openreview.net/forum?id=SGwbNf4SQD, https://openreview.net/forum?id=RZwtbg3qYD, https://openreview.net/forum?id=sZJNkorXMk), a very negative real part in general harms the expressiveness of that specific hidden state. That means the frequency bias may not have been changed by as much as the imaginary parts of the eigenvalues suggest.

3. If we use a more stable decomposition of HiPPO-LegS, e.g., the diagonal-plus-rank-one S4 model, things become more complicated because one cannot directly read off the eigenvalues of $\mathbf{A}$. It is true that during training, the matrix $\mathbf{A}$ can almost surely be diagonalized (and therefore the transfer function can be written into partial fractions), but this partial fraction representation may be insanely unstable, leading to issues such as spurious poles and Froissart doublets. In that case, merely looking at the locations of the poles (i.e., eigenvalues of $\mathbf{A}$) can be very misleading (for example, the pseudospectral theory says that perturbing the HiPPO-LegS matrix $\mathbf{A}$ by a little bit would entirely change the spectrum of it, so the notion of eigenvalues itself is ill-posed), and the only way to assess the frequency bias is by analyzing the transfer function as a whole. That being said, when $\mathbf{A}$ is not parameterized by a diagonal matrix, our paper does not provide a direct way to analyze and tune the frequency bias. However, this seems like an interesting research direction that can have a broader impact.

Please let us know if you have any comments or follow-up questions. We are more than happy to discuss them further!

Annan (on behalf of the paper authors)