Deep neural network approximation theory for high-dimensional functions
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arXiv
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| Main Authors: | , , , , |
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| Format: | Preprint |
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2021
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| _version_ | 1866917444306599936 |
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| author | Beneventano, Pierfrancesco Cheridito, Patrick Graeber, Robin Jentzen, Arnulf Kuckuck, Benno |
| author_facet | Beneventano, Pierfrancesco Cheridito, Patrick Graeber, Robin Jentzen, Arnulf Kuckuck, Benno |
| contents | The purpose of this article is to develop a machinery to study the capacity of deep neural networks (DNNs) to approximate high-dimensional functions. In particular, we show that DNNs have the expressive power to overcome the curse of dimensionality in the approximation of a large class of functions. More precisely, we prove that these functions can be approximated by DNNs on compact sets such that the number of parameters necessary to represent the approximating DNNs grows at most polynomially in the reciprocal $1/\varepsilon$ of the prescribed approximation error $\varepsilon>0$ and in the input dimension $d\in\mathbb N$. To this end, we introduce certain approximation spaces, consisting of sequences of functions that can be efficiently approximated by DNNs. We then establish closure properties which we combine with known and new bounds on the number of parameters necessary to approximate locally Lipschitz continuous functions, maximum functions, and product functions by DNNs. The main result of this article demonstrates that DNNs have sufficient expressive power to approximate, without the curse of dimensionality, certain sequences of functions which can be constructed by means of a finite number of compositions using locally Lipschitz continuous functions, maxima, and products. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2112_14523 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Deep neural network approximation theory for high-dimensional functions Beneventano, Pierfrancesco Cheridito, Patrick Graeber, Robin Jentzen, Arnulf Kuckuck, Benno Numerical Analysis The purpose of this article is to develop a machinery to study the capacity of deep neural networks (DNNs) to approximate high-dimensional functions. In particular, we show that DNNs have the expressive power to overcome the curse of dimensionality in the approximation of a large class of functions. More precisely, we prove that these functions can be approximated by DNNs on compact sets such that the number of parameters necessary to represent the approximating DNNs grows at most polynomially in the reciprocal $1/\varepsilon$ of the prescribed approximation error $\varepsilon>0$ and in the input dimension $d\in\mathbb N$. To this end, we introduce certain approximation spaces, consisting of sequences of functions that can be efficiently approximated by DNNs. We then establish closure properties which we combine with known and new bounds on the number of parameters necessary to approximate locally Lipschitz continuous functions, maximum functions, and product functions by DNNs. The main result of this article demonstrates that DNNs have sufficient expressive power to approximate, without the curse of dimensionality, certain sequences of functions which can be constructed by means of a finite number of compositions using locally Lipschitz continuous functions, maxima, and products. |
| title | Deep neural network approximation theory for high-dimensional functions |
| topic | Numerical Analysis |
| url | https://arxiv.org/abs/2112.14523 |