Overcoming the Curse of Dimensionality in Neural Networks

Abstract

Let $A$ be a set and $V$ a real Hilbert space. Let $H$ be a real Hilbert space of functions $f:A\to V$ and assume $H$ is continuously embedded in the Banach space of bounded functions. For $i=1,\cdots ,n$, let $(x_i,y_i)\in A\times V$ comprise our dataset. Let $0<q<1$ and $f^{\ast }\in H$ be the unique global minimizer of the functional \begin{equation*} u(f) = \frac{q}{2}\Vert f\Vert_{H}^{2} + \frac{1-q}{2n}\sum_{i=1}^{n}\Vert f(x_i)-y_i\Vert_{V}^{2}. \end{equation*} In this paper we show that for each $k\in \mathbb{N}$ there exists a two layer network where the first layer has $k$ functions which are Riesz representations in the Hilbert space $H$ of point evaluation functionals and the second layer is a weighted sum of the first layer, such that the functions $f_k$ realized by these networks satisfy \begin{equation*} \Vert f_{k}-f^*\Vert_{H}^{2} \leq \Bigl( o(1) + \frac{C}{q^2} E\bigl[ \Vert Du_{I}(f^*)\Vert_{H^{*}}^{2} \bigr] \Bigr)\frac{1}{k}. \end{equation*} %Let us note that $x_i$ do not need to be in a linear space and $y_i$ are in a possibly infinite dimensional Hilbert space $V$. %The error estimate is independent of the data size $n$ and in the case $V$ is finite dimensional %the error estimate is also independent of the dimension of $V$. By choosing the Hilbert space $H$ appropriately, the computational complexity of evaluating the Riesz representations of point evaluations might be small and thus the network has low computational complexity.

The proof to be simplified