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cs.LG2023
Kernel Limit for a Class of Recurrent Neural Networks Trained on Ergodic Data Sequences
Samuel Chun-Hei Lam, Justin Sirignano, Konstantinos Spiliopoulos
Mathematical methods are developed to characterize the asymptotics of recurrent neural networks (RNN) as the number of hidden units, data samples in the sequence, hidden state upda…
cs.LG2019
Asymptotics of Reinforcement Learning with Neural Networks
Justin Sirignano, Konstantinos Spiliopoulos
We prove that a single-layer neural network trained with the Q-learning algorithm converges in distribution to a random ordinary differential equation as the size of the model and…