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We consider approximation rates of sparsely connected deep rectified linear unit (ReLU) and rectified power unit (RePU) neural networks for functions in Besov spaces $B^\alpha_{q}(L^p)$ in arbitrary dimension $d$, on general domains. We…
We derive quantitative error bounds for deep neural networks (DNNs) approximating option prices on a $d$-dimensional risky asset as functions of the underlying model parameters, payoff parameters and initial conditions. We cover a general…
In comparison to classical shallow representation learning techniques, deep neural networks have achieved superior performance in nearly every application benchmark. But despite their clear empirical advantages, it is still not well…
One fundamental problem in deep learning is understanding the outstanding performance of deep Neural Networks (NNs) in practice. One explanation for the superiority of NNs is that they can realize a large class of complicated functions,…
The purpose of this paper is two-fold, first, to review a recent method introduced by S. Becker, P. Cheridito, and P. Jentzen, for solving high-dimensional optimal stopping problems using deep Neural Networks, second, to propose an…
We study the expressivity of sparse maxout networks, where each neuron takes a fixed number of inputs from the previous layer and employs a, possibly multi-argument, maxout activation. This setting captures key characteristics of…
In 1989 George Cybenko proved in a landmark paper that wide shallow neural networks can approximate arbitrary continuous functions on a compact set. This universal approximation theorem sparked a lot of follow-up research. Shen, Yang and…
This paper establishes the nearly optimal rate of approximation for deep neural networks (DNNs) when applied to Korobov functions, effectively overcoming the curse of dimensionality. The approximation results presented in this paper are…
One of the arguments to explain the success of deep learning is the powerful approximation capacity of deep neural networks. Such capacity is generally accompanied by the explosive growth of the number of parameters, which, in turn, leads…
We consider approximations of general continuous functions on finite-dimensional cubes by general deep ReLU neural networks and study the approximation rates with respect to the modulus of continuity of the function and the total number of…
Deep networks realize complex mappings that are often understood by their locally linear behavior at or around points of interest. For example, we use the derivative of the mapping with respect to its inputs for sensitivity analysis, or to…
Covering numbers of (deep) ReLU networks have been used to characterize approximation-theoretic performance, to upper-bound prediction error in nonparametric regression, and to quantify classification capacity. These results rely on…
We prove sharp dimension-free representation results for neural networks with $D$ ReLU layers under square loss for a class of functions $\mathcal{G}_D$ defined in the paper. These results capture the precise benefits of depth in the…
The development of a satisfying and rigorous mathematical understanding of the performance of neural networks is a major challenge in artificial intelligence. Against this background, we study the expressive power of neural networks through…
We propose to optimize the activation functions of a deep neural network by adding a corresponding functional regularization to the cost function. We justify the use of a second-order total-variation criterion. This allows us to derive a…
Recently, several deep learning (DL) methods for approximating high-dimensional partial differential equations (PDEs) have been proposed. The interest that these methods have generated in the literature is in large part due to simulations…
This survey provides an in-depth and explanatory review of the approximation properties of deep neural networks, with a focus on feed-forward and residual architectures. The primary objective is to examine how effectively neural networks…
We study the approximation capacity of some variation spaces corresponding to shallow ReLU$^k$ neural networks. It is shown that sufficiently smooth functions are contained in these spaces with finite variation norms. For functions with…
This paper explores the use of deep neural networks for semiparametric estimation of economic models of maximizing behavior in production or discrete choice. We argue that certain deep networks are particularly well suited as a…
Training deep neural networks is a challenging non-convex optimization problem. Recent work has proven that the strong duality holds (which means zero duality gap) for regularized finite-width two-layer ReLU networks and consequently…