Related papers: Parametric Complexity Bounds for Approximating PDE…
Deep neural networks are increasingly being used in cognitive modeling as a means of deriving representations for complex stimuli such as images. While the predictive power of these networks is high, it is often not clear whether they also…
Physics informed neural networks (PINNs) have emerged as a powerful tool to provide robust and accurate approximations of solutions to partial differential equations (PDEs). However, PINNs face serious difficulties and challenges when…
Why do deep neural networks (DNNs) benefit from very high dimensional parameter spaces? Their huge parameter complexities vs stunning performance in practice is all the more intriguing and not explainable using the standard theory of model…
Using deep neural networks to solve PDEs has attracted a lot of attentions recently. However, why the deep learning method works is falling far behind its empirical success. In this paper, we provide a rigorous numerical analysis on deep…
In this paper, we study the error in first order Sobolev norm in the approximation of solutions to linear parabolic PDEs. We use a Monte Carlo Euler scheme obtained from combining the Feynman--Kac representation with a Euler discretization…
This paper proposes two efficient approximation methods to solve high-dimensional fully nonlinear partial differential equations (NPDEs) and second-order backward stochastic differential equations (2BSDEs), where such high-dimensional fully…
In this paper we consider Deep Neural Networks (DNNs) with a smooth activation function as surrogates for high-dimensional functions that are somewhat smooth but costly to evaluate. We consider the standard (non-periodic) DNNs as well as…
Recently, deep Convolutional Neural Networks (CNNs) have proven to be successful when employed in areas such as reduced order modeling of parametrized PDEs. Despite their accuracy and efficiency, the approaches available in the literature…
Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient numerical approximation in high dimension. In this paper, we…
Deep neural networks are powerful learning models that achieve state-of-the-art performance on many computer vision, speech, and language processing tasks. In this paper, we study a fundamental question that arises when designing deep…
In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…
As demonstrated in many areas of real-life applications, neural networks have the capability of dealing with high dimensional data. In the fields of optimal control and dynamical systems, the same capability was studied and verified in many…
This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated…
We propose to impose symmetry in neural network parameters to improve parameter usage and make use of dedicated convolution and matrix multiplication routines. Due to significant reduction in the number of parameters as a result of the…
Modern machine learning models are often trained in a setting where the number of parameters exceeds the number of training samples. To understand the implicit bias of gradient descent in such overparameterized models, prior work has…
Deep Operator Networks are an increasingly popular paradigm for solving regression in infinite dimensions and hence solve families of PDEs in one shot. In this work, we aim to establish a first-of-its-kind data-dependent lowerbound on the…
The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…
In this paper, we theoretically prove that gradient descent can find a global minimum of non-convex optimization of all layers for nonlinear deep neural networks of sizes commonly encountered in practice. The theory developed in this paper…
In this paper, we study approximation properties of single hidden layer neural networks with weights varying on finitely many directions and thresholds from an open interval. We obtain a necessary and at the same time sufficient measure…
This paper studies the approximation capacity of ReLU neural networks with norm constraint on the weights. We prove upper and lower bounds on the approximation error of these networks for smooth function classes. The lower bound is derived…