Exponential ReLU DNN Expression of Holomorphic Maps in High Dimension


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Date

2022

Publication Type

Journal Article

ETH Bibliography

yes

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Abstract

For a parameter dimension d∈ N, we consider the approximation of many-parametric maps u:[-1,1]d→R by deep ReLU neural networks. The input dimension d may possibly be large, and we assume quantitative control of the domain of holomorphy of u: i.e., u admits a holomorphic extension to a Bernstein polyellipse Eρ1×⋯×Eρd⊂Cd of semiaxis sums ρi> 1 containing [-1,1]d. We establish the exponential rate O(exp(-bN1/(d+1))) of expressive power in terms of the total NN size N and of the input dimension d of the ReLU NN in W1,∞([-1,1]d). The constant b> 0 depends on (ρj)j=1d which characterizes the coordinate-wise sizes of the Bernstein-ellipses for u. We also prove exponential convergence in stronger norms for the approximation by DNNs with more regular, so-called “rectified power unit” activations. Finally, we extend DNN expression rate bounds also to two classes of non-holomorphic functions, in particular to d-variate, Gevrey-regular functions, and, by composition, to certain multivariate probability distribution functions with Lipschitz marginals.

Publication status

published

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Book title

Volume

55 (1)

Pages / Article No.

537 - 582

Publisher

Springer

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Edition / version

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Software

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Subject

Deep ReLU neural networks; Approximation rates; Exponential convergence; Gevrey regularity

Organisational unit

03435 - Schwab, Christoph / Schwab, Christoph check_circle

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