中文
相关论文

相关论文: Deep neural network expressivity for optimal stopp…

200 篇论文

Deep neural networks with rectified linear units (ReLU) are getting more and more popular due to their universal representation power and successful applications. Some theoretical progress regarding the approximation power of deep ReLU…

数值分析 · 数学 2020-02-28 Bo Li , Shanshan Tang , Haijun Yu

Distribution Regression on path-space refers to the task of learning functions mapping the law of a stochastic process to a scalar target. The learning procedure based on the notion of path-signature, i.e. a classical transform from rough…

概率论 · 数学 2023-04-05 Blanka Horvath , Maud Lemercier , Chong Liu , Terry Lyons , Cristopher Salvi

Neural networks are known to be a class of highly expressive functions able to fit even random input-output mappings with $100\%$ accuracy. In this work, we present properties of neural networks that complement this aspect of expressivity.…

In recent years, new regularization methods based on (deep) neural networks have shown very promising empirical performance for the numerical solution of ill-posed problems, e.g., in medical imaging and imaging science. Due to the…

数值分析 · 数学 2024-06-07 Tim Jahn , Bangti Jin

In this paper we consider discrete and continuous time risk sensitive optimal stopping problem. Using suitable properties of the underlying Feller-Markov process we prove continuity of the optimal stopping value function and provide formula…

最优化与控制 · 数学 2021-03-31 Damian Jelito , Marcin Pitera , Łukasz Stettner

Deep neural networks have been successful in many predictive modeling tasks, such as image and language recognition, where large neural networks are often used to obtain good accuracy. Consequently, it is challenging to deploy these…

机器学习 · 计算机科学 2020-02-25 Thiago Serra , Abhinav Kumar , Srikumar Ramalingam

Deep learning has been wildly successful in practice and most state-of-the-art machine learning methods are based on neural networks. Lacking, however, is a rigorous mathematical theory that adequately explains the amazing performance of…

机器学习 · 统计学 2023-10-03 Rahul Parhi , Robert D. Nowak

In this paper, we investigate the expressivity and approximation properties of deep neural networks employing the ReLU$^k$ activation function for $k \geq 2$. Although deep ReLU networks can approximate polynomials effectively, deep…

机器学习 · 计算机科学 2024-01-12 Juncai He , Tong Mao , Jinchao Xu

Recently, the interpretability of deep learning has attracted a lot of attention. A plethora of methods have attempted to explain neural networks by feature visualization, saliency maps, model distillation, and so on. However, it is hard…

机器学习 · 计算机科学 2021-10-19 Hangcheng Dong , Jingxiao Liao , Yan Wang , Yixin Chen , Bingguo Liu , Dong Ye , Guodong Liu

In deep learning, dense layer connectivity has become a key design principle in deep neural networks (DNNs), enabling efficient information flow and strong performance across a range of applications. In this work, we model densely connected…

机器学习 · 计算机科学 2025-10-03 Jinshu Huang , Haibin Su , Xue-Cheng Tai , Chunlin Wu

The optimization foundations of deep linear networks have recently received significant attention. However, due to their inherent non-convexity and hierarchical structure, analyzing the loss functions of deep linear networks remains a…

最优化与控制 · 数学 2025-09-24 Po Chen , Rujun Jiang , Peng Wang

It is well-known that the expressivity of a neural network depends on its architecture, with deeper networks expressing more complex functions. In the case of networks that compute piecewise linear functions, such as those with ReLU…

机器学习 · 统计学 2019-06-12 Boris Hanin , David Rolnick

Deep neural networks (NN) are extensively used for machine learning tasks such as image classification, perception and control of autonomous systems. Increasingly, these deep NNs are also been deployed in high-assurance applications. Thus,…

机器学习 · 计算机科学 2017-09-27 Souradeep Dutta , Susmit Jha , Sriram Sanakaranarayanan , Ashish Tiwari

Assessing the complexity of functions computed by a neural network helps us understand how the network will learn and generalize. One natural measure of complexity is how the network distorts length - if the network takes a unit-length…

机器学习 · 统计学 2021-06-24 Boris Hanin , Ryan Jeong , David Rolnick

Neural networks activated by the rectified linear unit (ReLU) play a central role in the recent development of deep learning. The topic of approximating functions from H\"older spaces by these networks is crucial for understanding the…

机器学习 · 计算机科学 2023-07-25 Tong Mao , Ding-Xuan Zhou

There has been a growing interest in expressivity of deep neural networks. However, most of the existing work about this topic focuses only on the specific activation function such as ReLU or sigmoid. In this paper, we investigate the…

机器学习 · 统计学 2019-07-24 Ilsang Ohn , Yongdai Kim

We study the problem of approximating and estimating classification functions that have their decision boundary in the $RBV^2$ space. Functions of $RBV^2$ type arise naturally as solutions of regularized neural network learning problems and…

机器学习 · 计算机科学 2024-09-27 Andres Felipe Lerma-Pineda , Philipp Petersen , Simon Frieder , Thomas Lukasiewicz

We develop a corrective mechanism for neural network approximation: the total available non-linear units are divided into multiple groups and the first group approximates the function under consideration, the second group approximates the…

机器学习 · 计算机科学 2020-06-23 Guy Bresler , Dheeraj Nagaraj

A method based on deep artificial neural networks and empirical risk minimization is developed to calculate the boundary separating the stopping and continuation regions in optimal stopping. The algorithm parameterizes the stopping boundary…

证券定价 · 定量金融 2023-05-26 A. Max Reppen , H. Mete Soner , Valentin Tissot-Daguette

We propose a new way of thinking about deep neural networks, in which the linear and non-linear components of the network are naturally derived and justified in terms of principles in probability theory. In particular, the models…

机器学习 · 计算机科学 2019-10-11 Amir Emad Marvasti , Ehsan Emad Marvasti , George Atia , Hassan Foroosh