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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…

泛函分析 · 数学 2022-03-25 Mazen Ali , Anthony Nouy

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…

数理金融 · 定量金融 2023-09-27 Francesca Biagini , Lukas Gonon , Niklas Walter

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…

机器学习 · 计算机科学 2022-01-11 Calvin Murdock , George Cazenavette , Simon Lucey

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,…

机器学习 · 计算机科学 2020-06-30 H. Xiong , L. Huang , M. Yu , L. Liu , F. Zhu , L. Shao

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…

最优化与控制 · 数学 2023-04-25 Sigurd Assing , Xin Zhi

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…

机器学习 · 计算机科学 2025-10-17 Moritz Grillo , Tobias Hofmann

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…

经典分析与常微分方程 · 数学 2023-06-02 Jan Holstermann

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…

数值分析 · 数学 2023-11-09 Yahong Yang , Yulong Lu

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…

机器学习 · 计算机科学 2022-09-15 Zuowei Shen , Haizhao Yang , Shijun Zhang

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…

神经与进化计算 · 计算机科学 2018-06-08 Dmitry Yarotsky

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…

机器学习 · 计算机科学 2019-07-09 Guang-He Lee , David Alvarez-Melis , Tommi S. Jaakkola

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…

机器学习 · 统计学 2026-03-04 Weigutian Ou , Helmut Bölcskei

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…

机器学习 · 统计学 2021-02-23 Guy Bresler , Dheeraj Nagaraj

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…

机器学习 · 计算机科学 2024-07-12 Christoph Hertrich , Martin Skutella

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…

机器学习 · 统计学 2019-02-04 Michael Unser

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…

数值分析 · 数学 2026-04-30 Julia Ackermann , Arnulf Jentzen , Thomas Kruse , Benno Kuckuck , Joshua Lee Padgett

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…

机器学习 · 计算机科学 2024-12-18 Owen Davis , Mohammad Motamed

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…

机器学习 · 统计学 2024-06-05 Yunfei Yang , Ding-Xuan Zhou

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…

计量经济学 · 经济学 2022-04-06 Konrad Menzel

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…

机器学习 · 计算机科学 2023-03-08 Yifei Wang , Tolga Ergen , Mert Pilanci