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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

This work focuses on the analysis of fully connected feed forward ReLU neural networks as they approximate a given, smooth function. In contrast to conventionally studied universal approximation properties under increasing architectures,…

机器学习 · 计算机科学 2024-06-24 Erion Morina , Martin Holler

We study the expressive power of deep ReLU neural networks for approximating functions in dilated shift-invariant spaces, which are widely used in signal processing, image processing, communications and so on. Approximation error bounds are…

机器学习 · 计算机科学 2023-12-05 Yunfei Yang , Zhen Li , Yang Wang

We study ReLU deep neural networks (DNNs) by investigating their connections with the hierarchical basis method in finite element methods. First, we show that the approximation schemes of ReLU DNNs for $x^2$ and $xy$ are composition…

数值分析 · 数学 2022-08-09 Juncai He , Lin Li , Jinchao Xu

We demonstrate that deep neural networks with the ReLU activation function can efficiently approximate the solutions of various types of parametric linear transport equations. For non-smooth initial conditions, the solutions of these PDEs…

数值分析 · 数学 2020-01-31 Fabian Laakmann , Philipp Petersen

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

The success of deep networks has been attributed in part to their expressivity: per parameter, deep networks can approximate a richer class of functions than shallow networks. In ReLU networks, the number of activation patterns is one…

机器学习 · 统计学 2019-10-22 Boris Hanin , David Rolnick

Mean field theory has been successfully used to analyze deep neural networks (DNN) in the infinite size limit. Given the finite size of realistic DNN, we utilize the large deviation theory and path integral analysis to study the deviation…

无序系统与神经网络 · 物理学 2020-02-21 Bo Li , David Saad

A new network with super approximation power is introduced. This network is built with Floor ($\lfloor x\rfloor$) or ReLU ($\max\{0,x\}$) activation function in each neuron and hence we call such networks Floor-ReLU networks. For any…

机器学习 · 计算机科学 2021-03-30 Zuowei Shen , Haizhao Yang , Shijun Zhang

While deep learning is successful in a number of applications, it is not yet well understood theoretically. A satisfactory theoretical characterization of deep learning however, is beginning to emerge. It covers the following questions: 1)…

机器学习 · 计算机科学 2019-08-27 Tomaso Poggio , Andrzej Banburski , Qianli Liao

Probabilistic generative neural networks are useful for many applications, such as image classification, speech recognition and occlusion removal. However, the power budget for hardware implementations of neural networks can be extremely…

神经与进化计算 · 计算机科学 2017-05-09 Xiaojing Xu , Srinjoy Das , Ken Kreutz-Delgado

The effectiveness of deep neural networks (DNN) in vision, speech, and language processing has prompted a tremendous demand for energy-efficient high-performance DNN inference systems. Due to the increasing memory intensity of most DNN…

分布式、并行与集群计算 · 计算机科学 2019-10-15 Skanda Koppula , Lois Orosa , Abdullah Giray Yağlıkçı , Roknoddin Azizi , Taha Shahroodi , Konstantinos Kanellopoulos , Onur Mutlu

Recent studies have shown that the choice of activation function can significantly affect the performance of deep learning networks. However, the benefits of novel activation functions have been inconsistent and task dependent, and…

机器学习 · 计算机科学 2022-01-25 Garrett Bingham , Risto Miikkulainen

In recent years, deep neural networks (DNNs) achieved unprecedented performance in many low-level vision tasks. However, state-of-the-art results are typically achieved by very deep networks, which can reach tens of layers with tens of…

计算机视觉与模式识别 · 计算机科学 2018-03-28 Idan Kligvasser , Tamar Rott Shaham , Tomer Michaeli

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

Deep Belief Network (DBN) has a deep architecture that represents multiple features of input patterns hierarchically with the pre-trained Restricted Boltzmann Machines (RBM). A traditional RBM or DBN model cannot change its network…

神经与进化计算 · 计算机科学 2018-07-12 Shin Kamada , Takumi Ichimura

Deep neural networks (DNNs), particularly those using Rectified Linear Unit (ReLU) activation functions, have achieved remarkable success across diverse machine learning tasks, including image recognition, audio processing, and language…

机器学习 · 计算机科学 2026-03-26 Emi Zeger , Mert Pilanci

The deep linear network (DLN) is a model for implicit regularization in gradient based optimization of overparametrized learning architectures. Training the DLN corresponds to a Riemannian gradient flow, where the Riemannian metric is…

动力系统 · 数学 2023-05-12 Nadav Cohen , Govind Menon , Zsolt Veraszto

We consider training over-parameterized two-layer neural networks with Rectified Linear Unit (ReLU) using gradient descent (GD) method. Inspired by a recent line of work, we study the evolutions of network prediction errors across GD…

机器学习 · 计算机科学 2019-09-04 Lili Su , Pengkun Yang

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…

数值分析 · 数学 2021-01-15 Zuowei Shen , Haizhao Yang , Shijun Zhang