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Deep neural networks and other deep learning methods have very successfully been applied to the numerical approximation of high-dimensional nonlinear parabolic partial differential equations (PDEs), which are widely used in finance,…

Numerical Analysis · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse , Tuan Anh Nguyen

We explore conditions for when the gradient of a deep declarative node can be approximated by ignoring constraint terms and still result in a descent direction for the global loss function. This has important practical application when…

Machine Learning · Computer Science 2023-06-27 Stephen Gould , Ming Xu , Zhiwei Xu , Yanbin Liu

Recent evidence has shown the existence of a so-called double-descent and even triple-descent behavior for the generalization error of deep-learning models. This important phenomenon commonly appears in implemented neural network…

Machine Learning · Computer Science 2021-10-25 Antoine Bodin , Nicolas Macris

In this study, we prove rigourous bounds on the error and stability analysis of deep learning methods for the nonstationary Magneto-hydrodynamics equations. We obtain the approximate ability of the neural network by the convergence of a…

Numerical Analysis · Mathematics 2023-03-15 Hailong Qiu

We study the convergence properties of gradient descent for training deep linear neural networks, i.e., deep matrix factorizations, by extending a previous analysis for the related gradient flow. We show that under suitable conditions on…

Machine Learning · Computer Science 2021-11-25 Gabin Maxime Nguegnang , Holger Rauhut , Ulrich Terstiege

We perform numerical analysis of a nonlinear gradient flow, which can be regarded as a parabolic minimal surface problem or a regularised total variation flow, using the gradient discretisation method (GDM). GDM is a unified convergence…

Numerical Analysis · Mathematics 2026-04-21 Jerome Droniou , Kim-Ngan Le , Huateng Zhu

We perform an average case analysis of the generalization dynamics of large neural networks trained using gradient descent. We study the practically-relevant "high-dimensional" regime where the number of free parameters in the network is on…

Machine Learning · Statistics 2017-10-11 Madhu S. Advani , Andrew M. Saxe

This paper establishes a comprehensive approximation result for deep fully-connected neural networks with commonly-used and general activation functions in Sobolev spaces $W^{n,\infty}$, with errors measured in the $W^{m,p}$-norm for $m <…

Machine Learning · Computer Science 2026-03-24 Yahong Yang , Juncai He

The key to generalization is controlling the complexity of the network. However, there is no obvious control of complexity -- such as an explicit regularization term -- in the training of deep networks for classification. We will show that…

Machine Learning · Computer Science 2020-04-14 Andrzej Banburski , Qianli Liao , Brando Miranda , Lorenzo Rosasco , Fernanda De La Torre , Jack Hidary , Tomaso Poggio

This paper analyzes the convergence rate of a deep Galerkin method for the weak solution (DGMW) of second-order elliptic partial differential equations on $\mathbb{R}^d$ with Dirichlet, Neumann, and Robin boundary conditions, respectively.…

Numerical Analysis · Mathematics 2023-02-07 Yuling Jiao , Yanming Lai , Yang Wang , Haizhao Yang , Yunfei Yang

A state-of-the-art deep domain decomposition method (D3M) based on the variational principle is proposed for partial differential equations (PDEs). The solution of PDEs can be formulated as the solution of a constrained optimization…

Machine Learning · Computer Science 2020-04-03 Ke Li , Kejun Tang , Tianfan Wu , Qifeng Liao

The deep learning recipe of casting real-world problems as mathematical optimisation and tackling the optimisation by training deep neural networks using gradient-based optimisation has undoubtedly proven to be a fruitful one. The…

Machine Learning · Statistics 2023-10-24 Mihaela Claudia Rosca

Aimed at explaining the surprisingly good generalization behavior of overparameterized deep networks, recent works have developed a variety of generalization bounds for deep learning, all based on the fundamental learning-theoretic…

Machine Learning · Computer Science 2021-10-19 Vaishnavh Nagarajan , J. Zico Kolter

Neural networks trained via gradient descent with random initialization and without any regularization enjoy good generalization performance in practice despite being highly overparametrized. A promising direction to explain this phenomenon…

Machine Learning · Computer Science 2022-05-17 Hancheng Min , Salma Tarmoun , Rene Vidal , Enrique Mallada

Gradient descent finds a global minimum in training deep neural networks despite the objective function being non-convex. The current paper proves gradient descent achieves zero training loss in polynomial time for a deep over-parameterized…

Machine Learning · Computer Science 2019-05-30 Simon S. Du , Jason D. Lee , Haochuan Li , Liwei Wang , Xiyu Zhai

Deep neural networks (DNNs) have shown great success in many machine learning tasks. Their training is challenging since the loss surface of the network architecture is generally non-convex, or even non-smooth. How and under what…

Machine Learning · Computer Science 2022-02-09 Lam M. Nguyen , Trang H. Tran , Marten van Dijk

Deep neural networks have been used in various machine learning applications and achieved tremendous empirical successes. However, training deep neural networks is a challenging task. Many alternatives have been proposed in place of…

Machine Learning · Computer Science 2020-09-09 Yeonjong Shin

The successes of modern deep machine learning methods are founded on their ability to transform inputs across multiple layers to build good high-level representations. It is therefore critical to understand this process of representation…

Machine Learning · Statistics 2023-05-26 Adam X. Yang , Maxime Robeyns , Edward Milsom , Ben Anson , Nandi Schoots , Laurence Aitchison

The DC optimal power flow (DCOPF) problem is a fundamental problem in power systems operations and planning. With high penetration of uncertain renewable resources in power systems, DCOPF needs to be solved repeatedly for a large amount of…

Systems and Control · Electrical Eng. & Systems 2020-09-22 Ling Zhang , Yize Chen , Baosen Zhang

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu