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 are high-dimensional and non-smooth. Therefore, approximation of these functions suffers from a curse of dimension. We demonstrate that through their inherent compositionality deep neural networks can resolve the characteristic flow underlying the transport equations and thereby allow approximation rates independent of the parameter dimension.
The University of Texas at Austin（德克萨斯大学奥斯汀分校）；Peking University（北京大学）；The Pennsylvania State University（宾夕法尼亚州立大学）
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 versions of the hierarchical basis approximation for these two functions. Based on this fact, we obtain a geometric interpretation and systematic proof for the approximation result of ReLU DNNs for polynomials, which plays an important role in a series of recent exponential approximation results of ReLU DNNs. Through our investigation of connections between ReLU DN…
We study the expression rates of deep neural networks (DNNs for short) for option prices written on baskets of $d$ risky assets, whose log-returns are modelled by a multivariate Lévy process with general correlation structure of jumps. We establish sufficient conditions on the characteristic triplet of the Lévy process $X$ that ensure $\varepsilon$ error of DNN expressed option prices with DNNs of size that grows polynomially with respect to $\mathcal{O}(\varepsilon^{-1})$, and with constants implied in $\mathcal{O}(\cdot)$ which grow polynomially with respect $d$, thereby overcoming the curse…
Convergence proof for stochastic gradient descent in the training of deep neural networks with ReLU activation for constant target functions
Faculty of Mathematics, University of Duisburg-Essen（杜伊斯堡-埃森大学数学学院）；Shenzhen Research Institute of Big Data（深圳大数据研究院）；Faculty of Mathematics and Computer Science, University of Münster（明斯特大学数学与计算机科学学院）；Department of Mathematics, Politecnico di Milano（米兰理工大学数学系）
We investigate non-adaptive methods of deep ReLU neural network approximation in Bochner spaces $L_2({\mathbb U}^\infty, X, μ)$ of functions on ${\mathbb U}^\infty$ taking values in a separable Hilbert space $X$, where ${\mathbb U}^\infty$ is either ${\mathbb R}^\infty$ equipped with the standard Gaussian probability measure, or ${\mathbb I}^\infty:= [-1,1]^\infty$ equipped with the Jacobi probability measure. Functions to be approximated are assumed to satisfy a certain weighted $\ell_2$-summability of the generalized chaos polynomial expansion coefficients with respect to the measure $μ$. We…
We obtained convergence rates of the collocation approximation by deep ReLU neural networks of solutions to elliptic PDEs with lognormal inputs, parametrized by $\boldsymbol{y}$ from the non-compact set $\mathbb{R}^\infty$. The approximation error is measured in the norm of the Bochner space $L_2(\mathbb{R}^\infty, V, γ)$, where $γ$ is the infinite tensor product standard Gaussian probability measure on $\mathbb{R}^\infty$ and $V$ is the energy space. We also obtained similar results for the case when the lognormal inputs are parametrized on $\mathbb{R}^M$ with very large dimension $M$, and th…
Deep neural networks (DNNs) with ReLU activation function are proved to be able to express viscosity solutions of linear partial integrodifferental equations (PIDEs) on state spaces of possibly high dimension $d$. Admissible PIDEs comprise Kolmogorov equations for high-dimensional diffusion, advection, and for pure jump Lévy processes. We prove for such PIDEs arising from a class of jump-diffusions on $\mathbb{R}^d$ that for any suitable measure $μ^d$ on $\mathbb{R}^d$ there exist constants $C,{\mathfrak{p}},{\mathfrak{q}}>0$ such that for every $\varepsilon \in (0,1]$ and for every $d\in \mat…
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the $L^p$-sense
Department of Mathematics & Informatics, University of Wuppertal（乌尔姆大学数学与信息学系）；School of Data Science and Shenzhen Research Institute of Big Data, The Chinese University of Hong Kong, Shenzhen (CUHK-Shenzhen)（香港中文大学（深圳）数据科学学院及深圳大数据研究院）；Applied Mathematics: Institute for Analysis and Numerics, University of Münster（穆恩斯特大学应用数学系及分析与数值分析研究所）；Department of Mathematical Sciences, University of Arkansas（阿肯色大学数学科学系）；Center for Astrophysics, Space Physics, and Engineering Research, Baylor University（贝勒大学天体物理学、空间物理学与工程研究中心）
We derive rigorous bounds on the error resulting from the approximation of the solution of parametric hyperbolic scalar conservation laws with ReLU neural networks. We show that the approximation error can be made as small as desired with ReLU neural networks that overcome the curse of dimensionality. In addition, we provide an explicit upper bound on the generalization error in terms of the training error, number of training samples and the neural network size. The theoretical results are illustrated by numerical experiments.
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for space-time solutions of semilinear partial differential equations
University of Wuppertal（伍珀塔尔大学）；The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））；University of Münster（明斯特大学）；Toyota Financial Services（丰田金融服务公司）
Non-convergence to global minimizers in data driven supervised deep learning: Adam and stochastic gradient descent optimization provably fail to converge to global minimizers in the training of deep neural networks with ReLU activation
School of Data Science, The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳）数据科学学院）；Vietnam Academy of Science and Technology（越南科学技术研究院）；Shenzhen Research Institute of Big Data, The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳）深圳大数据研究院）
Implementing deep neural networks for learning the solution maps of parametric partial differential equations (PDEs) turns out to be more efficient than using many conventional numerical methods. However, limited theoretical analyses have been conducted on this approach. In this study, we investigate the expressive power of deep rectified quadratic unit (ReQU) neural networks for approximating the solution maps of parametric PDEs. The proposed approach is motivated by the recent important work of G. Kutyniok, P. Petersen, M. Raslan and R. Schneider (Gitta Kutyniok, Philipp Petersen, Mones Rasl…
ReLU Deep Neural Networks and Linear Finite Elements
Peking University（北京大学）；Beijing International Center for Mathematical Research, Peking University（北京大学北京国际数学研究中心）；Pennsylvania State University（宾夕法尼亚州立大学）
Technische Universität Berlin（柏林工业大学）；University of Tromsø（特罗姆瑟大学）；University of Vienna（维也纳大学）
We derive upper bounds on the complexity of ReLU neural networks approximating the solution maps of parametric partial differential equations. In particular, without any knowledge of its concrete shape, we use the inherent low-dimensionality of the solution manifold to obtain approximation rates which are significantly superior to those provided by classical neural network approximation results. Concretely, we use the existence of a small reduced basis to construct, for a large variety of parametric partial differential equations, neural networks that yield approximations of the parametric sol…
Simon Fraser University（西蒙弗雷泽大学）；Concordia University（康考迪亚大学）
Accurate approximation of scalar-valued functions from sample points is a key task in computational science. Recently, machine learning with Deep Neural Networks (DNNs) has emerged as a promising tool for scientific computing, with impressive results achieved on problems where the dimension of the data or problem domain is large. This work broadens this perspective, focusing on approximating functions that are Hilbert-valued, i.e. take values in a separable, but typically infinite-dimensional, Hilbert space. This arises in science and engineering problems, in particular those involving solutio…
Rectified-linear-unit (ReLU) neural networks, which play a prominent role in deep learning, generate continuous and piecewise-linear (CPWL) functions. While they provide a powerful parametric representation, the mapping between the parameter and function spaces lacks stability. In this paper, we investigate an alternative representation of CPWL functions that relies on local hat basis functions. It is predicated on the fact that any CPWL function can be specified by a triangulation and its values at the grid points. We give the necessary and sufficient condition on the triangulation (in any nu…
