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We prove that finding all globally optimal two-layer ReLU neural networks can be performed by solving a convex optimization program with cone constraints. Our analysis is novel, characterizes all optimal solutions, and does not leverage…

Machine Learning · Computer Science 2022-03-15 Yifei Wang , Jonathan Lacotte , Mert Pilanci

Classifiers that are linear in their parameters, and trained by optimizing a convex loss function, have predictable behavior with respect to changes in the training data, initial conditions, and optimization. Such desirable properties are…

Machine Learning · Computer Science 2020-12-22 Alessandro Achille , Aditya Golatkar , Avinash Ravichandran , Marzia Polito , Stefano Soatto

Learning to sample from intractable distributions over discrete sets without relying on corresponding training data is a central problem in a wide range of fields, including Combinatorial Optimization. Currently, popular deep learning-based…

Machine Learning · Computer Science 2025-08-25 Sebastian Sanokowski , Sepp Hochreiter , Sebastian Lehner

ReLU neural networks trained as surrogate models can be embedded exactly in mixed-integer linear programs (MILPs), enabling global optimization over the learned function. The tractability of the resulting MILP depends on structural…

Optimization and Control · Mathematics 2026-04-27 Calvin Tsay

Deep learning has been widely used in many fields, but the model training process usually consumes massive computational resources and time. Therefore, designing an efficient neural network training method with a provable convergence…

Machine Learning · Computer Science 2023-07-14 Lianke Qin , Zhao Song , Yuanyuan Yang

We present a theoretically grounded approach to train deep neural networks, including recurrent networks, subject to class-dependent label noise. We propose two procedures for loss correction that are agnostic to both application domain and…

Machine Learning · Statistics 2017-03-23 Giorgio Patrini , Alessandro Rozza , Aditya Menon , Richard Nock , Lizhen Qu

Consider the multivariate nonparametric regression model. It is shown that estimators based on sparsely connected deep neural networks with ReLU activation function and properly chosen network architecture achieve the minimax rates of…

Statistics Theory · Mathematics 2020-09-15 Johannes Schmidt-Hieber

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

Deep learning models are often successfully trained using gradient descent, despite the worst case hardness of the underlying non-convex optimization problem. The key question is then under what conditions can one prove that optimization…

Machine Learning · Computer Science 2017-02-28 Alon Brutzkus , Amir Globerson

In this article we study the stochastic gradient descent (SGD) optimization method in the training of fully-connected feedforward artificial neural networks with ReLU activation. The main result of this work proves that the risk of the SGD…

Numerical Analysis · Mathematics 2022-09-28 Arnulf Jentzen , Adrian Riekert

We develop exact representations of training two-layer neural networks with rectified linear units (ReLUs) in terms of a single convex program with number of variables polynomial in the number of training samples and the number of hidden…

Machine Learning · Computer Science 2020-08-18 Mert Pilanci , Tolga Ergen

A main theoretical interest in biology and physics is to identify the nonlinear dynamical system (DS) that generated observed time series. Recurrent Neural Networks (RNNs) are, in principle, powerful enough to approximate any underlying DS,…

Machine Learning · Computer Science 2021-03-15 Dominik Schmidt , Georgia Koppe , Zahra Monfared , Max Beutelspacher , Daniel Durstewitz

We theoretically discuss why deep neural networks (DNNs) performs better than other models in some cases by investigating statistical properties of DNNs for non-smooth functions. While DNNs have empirically shown higher performance than…

Machine Learning · Statistics 2018-07-10 Masaaki Imaizumi , Kenji Fukumizu

We derive explicit equations governing the cumulative biases and weights in Deep Learning with ReLU activation function, based on gradient descent for the Euclidean cost in the input layer, and under the assumption that the weights are, in…

Machine Learning · Computer Science 2025-01-15 Thomas Chen

The success of artificial neural networks (ANNs) hinges greatly on the judicious selection of an activation function, introducing non-linearity into network and enabling them to model sophisticated relationships in data. However, the search…

Machine Learning · Computer Science 2024-05-24 Haoyuan Sun , Zihao Wu , Bo Xia , Pu Chang , Zibin Dong , Yifu Yuan , Yongzhe Chang , Xueqian Wang

Activation functions in neural networks are typically selected from a set of empirically validated, commonly used static functions such as ReLU, tanh, or sigmoid. However, by optimizing the shapes of a network's activation functions, we can…

Machine Learning · Computer Science 2025-09-24 William H Patty

Rectified Linear Units (ReLU) have become the main model for the neural units in current deep learning systems. This choice has been originally suggested as a way to compensate for the so called vanishing gradient problem which can undercut…

Disordered Systems and Neural Networks · Physics 2024-05-06 Carlo Baldassi , Enrico M. Malatesta , Riccardo Zecchina

The scope of research in the domain of activation functions remains limited and centered around improving the ease of optimization or generalization quality of neural networks (NNs). However, to develop a deeper understanding of deep…

Machine Learning · Computer Science 2020-12-10 Mohit Goyal , Rajan Goyal , Brejesh Lall

This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

Machine Learning · Computer Science 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold