论文标题

人工神经网络的高维近似空间以及对部分微分方程的应用

High-dimensional approximation spaces of artificial neural networks and applications to partial differential equations

论文作者

Beneventano, Pierfrancesco, Cheridito, Patrick, Jentzen, Arnulf, von Wurstemberger, Philippe

论文摘要

在本文中,我们开发了一种新的机械来研究人工神经网络(ANN)近似高维功能的能力,而不会受到维度的诅咒。具体而言,我们介绍了一个概念,我们称之为人工神经网络的近似空间,并提出了几种处理这些空间的工具。 Roughly speaking, approximation spaces consist of sequences of functions which can, in a suitable way, be approximated by ANNs without curse of dimensionality in the sense that the number of required ANN parameters to approximate a function of the sequence with an accuracy $\varepsilon > 0$ grows at most polynomially both in the reciprocal $1/\varepsilon$ of the required accuracy and in the dimension $d \in \ Mathbb {n} = \ {1,2,3,\ ldots \} $。我们表明,这些近似空间在各种操作下关闭,包括线性组合,极限的形成和无限组成。为了说明本文提出的机械的效用,我们采用了开发的理论来证明ANN在某些一阶运输偏微分方程(PDES)的数值近似中有能力克服维数的诅咒。我们甚至证明,在一阶传输PDE的流动下,近似空间被关闭。

In this paper we develop a new machinery to study the capacity of artificial neural networks (ANNs) to approximate high-dimensional functions without suffering from the curse of dimensionality. Specifically, we introduce a concept which we refer to as approximation spaces of artificial neural networks and we present several tools to handle those spaces. Roughly speaking, approximation spaces consist of sequences of functions which can, in a suitable way, be approximated by ANNs without curse of dimensionality in the sense that the number of required ANN parameters to approximate a function of the sequence with an accuracy $\varepsilon > 0$ grows at most polynomially both in the reciprocal $1/\varepsilon$ of the required accuracy and in the dimension $d \in \mathbb{N} = \{1, 2, 3, \ldots \}$ of the function. We show that these approximation spaces are closed under various operations including linear combinations, formations of limits, and infinite compositions. To illustrate the utility of the machinery proposed in this paper, we employ the developed theory to prove that ANNs have the capacity to overcome the curse of dimensionality in the numerical approximation of certain first order transport partial differential equations (PDEs). We even prove that approximation spaces are closed under flows of first order transport PDEs.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源