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Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…
We discuss the expressive power of neural networks which use the non-smooth ReLU activation function $\varrho(x) = \max\{0,x\}$ by analyzing the approximation theoretic properties of such networks. The existing results mainly fall into two…
We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience…
We study the expressivity of deep neural networks. Measuring a network's complexity by its number of connections or by its number of neurons, we consider the class of functions for which the error of best approximation with networks of a…
Recent results in nonparametric regression show that deep learning, i.e., neural network estimates with many hidden layers, are able to circumvent the so-called curse of dimensionality in case that suitable restrictions on the structure of…
There has been a significant recent surge in deep neural network (DNN) techniques. Most of the existing DNN techniques have restricted model formats/assumptions. To overcome their limitations, we propose the nonparametric transformation…
One of the central problems in the study of deep learning theory is to understand how the structure properties, such as depth, width and the number of nodes, affect the expressivity of deep neural networks. In this work, we show a new…
Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…
We introduce techniques for exploring the functionality of a neural network and extracting simple, human-readable approximations to its performance. By performing gradient ascent on the input space of the network, we are able to produce…
It is well-known that modern neural networks are vulnerable to adversarial examples. To mitigate this problem, a series of robust learning algorithms have been proposed. However, although the robust training error can be near zero via some…
We prove that for an $L$-layer fully-connected linear neural network, if the width of every hidden layer is $\tilde\Omega (L \cdot r \cdot d_{\mathrm{out}} \cdot \kappa^3 )$, where $r$ and $\kappa$ are the rank and the condition number of…
Deep neural networks have achieved tremendous success due to their representation power and adaptation to low-dimensional structures. Their potential for estimating structured regression functions has been recently established in the…
We study the properties of nonparametric least squares regression using deep neural networks. We derive non-asymptotic upper bounds for the prediction error of the empirical risk minimizer of feedforward deep neural regression. Our error…
It is well-known that the training of Deep Neural Networks (DNN) can be formalized in the language of optimal control. In this context, this paper leverages classical turnpike properties of optimal control problems to attempt a quantifiable…
This paper presents a partial differential equation framework for deep residual neural networks and for the associated learning problem. This is done by carrying out the continuum limits of neural networks with respect to width and depth.…
Deep neural networks (DNNs) with ReLU activation function are proved to be able to express viscosity solutions of linear partial integrodifferental equations (PIDEs) on state spaces of possibly high dimension $d$. Admissible PIDEs comprise…
Recent theoretical work has demonstrated that deep neural networks have superior performance over shallow networks, but their training is more difficult, e.g., they suffer from the vanishing gradient problem. This problem can be typically…
Learning with neural networks relies on the complexity of the representable functions, but more importantly, the particular assignment of typical parameters to functions of different complexity. Taking the number of activation regions as a…
It has been experimentally observed in recent years that multi-layer artificial neural networks have a surprising ability to generalize, even when trained with far more parameters than observations. Is there a theoretical basis for this?…
The purpose of this article is to develop a machinery to study the capacity of deep neural networks (DNNs) to approximate high-dimensional functions. In particular, we show that DNNs have the expressive power to overcome the curse of…