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Learning in Deep Neural Networks (DNN) takes place by minimizing a non-convex high-dimensional loss function, typically by a stochastic gradient descent (SGD) strategy. The learning process is observed to be able to find good minimizers…
Deep neural networks (DNNs) have significantly advanced machine learning, with model depth playing a central role in their successes. The dynamical system modeling approach has recently emerged as a powerful framework, offering new…
Generalization error bounds for deep neural networks trained by stochastic gradient descent (SGD) are derived by combining a dynamical control of an appropriate parameter norm and the Rademacher complexity estimate based on parameter norms.…
Deep neural networks (DNNs) have become increasingly important due to their excellent empirical performance on a wide range of problems. However, regularization is generally achieved by indirect means, largely due to the complex set of…
Real-time calibration of stochastic volatility models (SVMs) is computationally bottlenecked by the need to repeatedly solve coupled partial differential equations (PDEs). In this work, we propose DeepSVM, a physics-informed Deep Operator…
Numerical experiments indicate that deep learning algorithms overcome the curse of dimensionality when approximating solutions of semilinear PDEs. For certain linear PDEs and semilinear PDEs with gradient-independent nonlinearities this has…
We present any-precision deep neural networks (DNNs), which are trained with a new method that allows the learned DNNs to be flexible in numerical precision during inference. The same model in runtime can be flexibly and directly set to…
In this paper, we present a Stochastic Deep Neural Network-based Model Reference Adaptive Control. Building on our work "Deep Model Reference Adaptive Control", we extend the controller capability by using Bayesian deep neural networks…
Deep neural networks (DNNs) and Kolmogorov-Arnold networks (KANs) are popular methods for function approximation due to their flexibility and expressivity. However, they typically require a large number of trainable parameters to produce a…
We present approximation results and numerical experiments for the use of randomized neural networks within physics-informed extreme learning machines to efficiently solve high-dimensional PDEs, demonstrating both high accuracy and low…
Deep neural networks (DNNs) have become powerful tools for modeling complex data structures through sequentially integrating simple functions in each hidden layer. In survival analysis, recent advances of DNNs primarily focus on enhancing…
This paper quantitatively characterizes the approximation power of deep feed-forward neural networks (FNNs) in terms of the number of neurons. It is shown by construction that ReLU FNNs with width $\mathcal{O}\big(\max\{d\lfloor…
This article contributes to the current statistical theory of deep neural networks (DNNs). It was shown that DNNs are able to circumvent the so--called curse of dimensionality in case that suitable restrictions on the structure of the…
The pricing of Bermudan options amounts to solving a dynamic programming principle, in which the main difficulty, especially in high dimension, comes from the conditional expectation involved in the computation of the continuation value.…
When fine-tuning Deep Neural Networks (DNNs) to new data, DNNs are prone to overwriting network parameters required for task-specific functionality on previously learned tasks, resulting in a loss of performance on those tasks. We propose…
Deep learning searches for nonlinear factors for predicting asset returns. Predictability is achieved via multiple layers of composite factors as opposed to additive ones. Viewed in this way, asset pricing studies can be revisited using…
We propose a novel deep neural network methodology for density estimation on product Riemannian manifold domains. In our approach, the network directly parameterizes the unknown density function and is trained using a penalized maximum…
Extending gradient-type turbulence closures to turbulent premixed flames is challenging due to the significant influence of combustion heat release. We incorporate a deep neural network (DNN) into Reynolds-averaged Navier--Stokes (RANS)…
Volatility smile and skewness are two key properties of option prices that are represented by the implied volatility (IV) surface. However, IV surface calibration through nonlinear interpolation is a complex problem due to several factors,…
Feature propagation in Deep Neural Networks (DNNs) can be associated to nonlinear discrete dynamical systems. The novelty, in this paper, lies in letting the discretization parameter (time step-size) vary from layer to layer, which needs to…