English

Efficient approximation of high-dimensional functions with neural networks

Numerical Analysis 2021-10-13 v3 Numerical Analysis

Abstract

In this paper, we develop a framework for showing that neural networks can overcome the curse of dimensionality in different high-dimensional approximation problems. Our approach is based on the notion of a catalog network, which is a generalization of a standard neural network in which the nonlinear activation functions can vary from layer to layer as long as they are chosen from a predefined catalog of functions. As such, catalog networks constitute a rich family of continuous functions. We show that under appropriate conditions on the catalog, catalog networks can efficiently be approximated with rectified linear unit-type networks and provide precise estimates on the number of parameters needed for a given approximation accuracy. As special cases of the general results, we obtain different classes of functions that can be approximated with ReLU networks without the curse of dimensionality.

Keywords

Cite

@article{arxiv.1912.04310,
  title  = {Efficient approximation of high-dimensional functions with neural networks},
  author = {Patrick Cheridito and Arnulf Jentzen and Florian Rossmannek},
  journal= {arXiv preprint arXiv:1912.04310},
  year   = {2021}
}
R2 v1 2026-06-23T12:40:34.521Z