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The diffusion approximation of stochastic gradient descent (SGD) in current literature is only valid on a finite time interval. In this paper, we establish the uniform-in-time diffusion approximation of SGD, by only assuming that the…

Machine Learning · Statistics 2022-07-12 Lei Li , Yuliang Wang

A new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that these…

Probability · Mathematics 2016-09-05 Sotirios Sabanis

This paper investigates the approximation properties of deep neural networks with piecewise-polynomial activation functions. We derive the required depth, width, and sparsity of a deep neural network to approximate any H\"{o}lder smooth…

Numerical Analysis · Mathematics 2022-12-06 Denis Belomestny , Alexey Naumov , Nikita Puchkin , Sergey Samsonov

The goal of this paper is to clarify when the solutions to stochastic partial differential equations stay close to a given subset of the state space for starting points which are close as well. This includes results for deterministic…

Probability · Mathematics 2024-10-10 Toshiyuki Nakayama , Stefan Tappe

Providing the neurobiological basis of information processing in higher animals, spiking neural networks must be able to learn a variety of complicated computations, including the generation of appropriate, possibly delayed reactions to…

Neurons and Cognition · Quantitative Biology 2016-06-30 Dominik Thalmeier , Marvin Uhlmann , Hilbert J. Kappen , Raoul-Martin Memmesheimer

We present a numerical algorithm that allows the approximation of optimal controls for stochastic reaction-diffusion equations with additive noise by first reducing the problem to controls of feedback form and then approximating the…

Optimization and Control · Mathematics 2023-09-15 Wilhelm Stannat , Alexander Vogler , Lukas Wessels

Neural networks (NNs) are known for their high predictive accuracy in complex learning problems. Beside practical advantages, NNs also indicate favourable theoretical properties such as universal approximation (UA) theorems. Binarized…

Machine Learning · Computer Science 2021-02-05 Mikail Yayla , Mario Günzel , Burim Ramosaj , Jian-Jia Chen

Estimation of a multivariate regression function from independent and identically distributed data is considered. An estimate is defined which fits a deep neural network consisting of a large number of fully connected neural networks, which…

Statistics Theory · Mathematics 2022-08-31 Selina Drews , Michael Kohler

While the universal approximation property holds both for hierarchical and shallow networks, we prove that deep (hierarchical) networks can approximate the class of compositional functions with the same accuracy as shallow networks but with…

Machine Learning · Computer Science 2016-05-31 Hrushikesh Mhaskar , Qianli Liao , Tomaso Poggio

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Numerical Analysis · Mathematics 2025-10-21 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu

Recently, there has been a lot of interest in using neural networks for solving partial differential equations. A number of neural network-based partial differential equation solvers have been formulated which provide performances…

Machine Learning · Computer Science 2020-04-21 Shehryar Malik , Usman Anwar , Ali Ahmed , Alireza Aghasi

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…

Machine Learning · Computer Science 2023-04-05 Vugar Ismailov , Ekrem Savas

Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…

Statistical Mechanics · Physics 2015-06-16 Malbor Asllani , Tommaso Biancalani , Duccio Fanelli , Alan J. McKane

We develop a theory of category-equivariant neural networks (CENNs) that unifies group/groupoid-equivariant networks, poset/lattice-equivariant networks, graph and sheaf neural networks. Equivariance is formulated as naturality in a…

Machine Learning · Computer Science 2025-12-24 Yoshihiro Maruyama

Neural networks with sufficiently smooth activation functions can approximate values and derivatives of any smooth function, and they are differentiable themselves. We improve the approximation capability of neural networks by utilizing the…

Computational Engineering, Finance, and Science · Computer Science 2020-07-03 Sang-Mun Chi

Neural ODEs and i-ResNet are recently proposed methods for enforcing invertibility of residual neural models. Having a generic technique for constructing invertible models can open new avenues for advances in learning systems, but so far…

Machine Learning · Computer Science 2020-03-03 Han Zhang , Xi Gao , Jacob Unterman , Tom Arodz

Quantum neural networks (QNNs) are an analog of classical neural networks in the world of quantum computing, which are represented by a unitary matrix with trainable parameters. Inspired by the universal approximation property of classical…

Quantum Physics · Physics 2025-11-27 Ariel Neufeld , Philipp Schmocker , Viet Khoa Tran

Neural networks work remarkably well in practice and theoretically they can be universal approximators. However, they still make mistakes and a specific type of them called adversarial errors seem inexcusable to humans. In this work, we…

Machine Learning · Computer Science 2022-04-27 Pieter-Jan Kindermans , Charles Staats

We propose a novel class of neural network-like parametrized functions, i.e., general transformation neural networks (GTNNs), for high-dimensional approximation. Conventional deep neural networks sometimes perform less accurately on…

Numerical Analysis · Mathematics 2026-02-25 Xiaoyang Wang , Yiqi Gu