On the approximation of rough functions with deep neural networks


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Date

2020-01

Publication Type

Report

ETH Bibliography

yes

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Abstract

Deep neural networks and the ENO procedure are both efficient frameworks for approximating rough functions. We prove that at any order, the ENO interpolation procedure can be cast as a deep ReLU neural network. This surprising fact enables the transfer of several desirable properties of the ENO procedure to deep neural networks, including its high-order accuracy at approximating Lipschitz functions. Numerical tests for the resulting neural networks show excellent performance for approximating solutions of nonlinear conservation laws and at data compression.

Publication status

published

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Volume

2020-07

Pages / Article No.

Publisher

Seminar for Applied Mathematics, ETH Zurich

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Edition / version

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Subject

ENO; Deep nets; Subcell

Organisational unit

03851 - Mishra, Siddhartha / Mishra, Siddhartha check_circle

Notes

Funding

770880 - Computation and analysis of statistical solutions of fluid flow (EC)

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