integral representation
Explicit integral representations and quantitative bounds for two-layer ReLU networks
An approach to construct explicit integral representations for two-layer ReLU networks is presented, which provides relatively simple representations for any multivariate polynomial. Quantitative bounds are provided for a particular, sharpened ReLU integral representation, which involves a harmonic extension and a projection. The bounds demonstrate that functions can be approximated with $L^{2}(\mathcal{D})$ errors that do not depend explicitly on dimension or degree, but rather the coefficients of their monomial expansions and the distribution $\mathcal{D}$. We also present a connection to the RKHS of the exponential kernel $K(x,y)=\exp\left(\left\langle x,y\right\rangle \right)$, and a very simple integral representation involving additionally multiplication via a fixed function which has better quantitative bounds.
Estimating properties of a homogeneous bounded soil using machine learning models
Kalimeris, Konstantinos, Mindrinos, Leonidas, Pallikarakis, Nikolaos
This work focuses on estimating soil properties from water moisture measurements. We consider simulated data generated by solving the initial-boundary value problem governing vertical infiltration in a homogeneous, bounded soil profile, with the usage of the Fokas method. To address the parameter identification problem, which is formulated as a two-output regression task, we explore various machine learning models. The performance of each model is assessed under different data conditions: full, noisy, and limited. Overall, the prediction of diffusivity $D$ tends to be more accurate than that of hydraulic conductivity $K.$ Among the models considered, Support Vector Machines (SVMs) and Neural Networks (NNs) demonstrate the highest robustness, achieving near-perfect accuracy and minimal errors.
Curse of Dimensionality in Neural Network Optimization
The curse of dimensionality in neural network optimization under the mean-field regime is studied. It is demonstrated that when a shallow neural network with a Lipschitz continuous activation function is trained using either empirical or population risk to approximate a target function that is $r$ times continuously differentiable on $[0,1]^d$, the population risk may not decay at a rate faster than $t^{-\frac{4r}{d-2r}}$, where $t$ is an analog of the total number of optimization iterations. This result highlights the presence of the curse of dimensionality in the optimization computation required to achieve a desired accuracy. Instead of analyzing parameter evolution directly, the training dynamics are examined through the evolution of the parameter distribution under the 2-Wasserstein gradient flow. Furthermore, it is established that the curse of dimensionality persists when a locally Lipschitz continuous activation function is employed, where the Lipschitz constant in $[-x,x]$ is bounded by $O(x^\delta)$ for any $x \in \mathbb{R}$. In this scenario, the population risk is shown to decay at a rate no faster than $t^{-\frac{(4+2\delta)r}{d-2r}}$. To the best of our knowledge, this work is the first to analyze the impact of function smoothness on the curse of dimensionality in neural network optimization theory.
Generalization Properties of Learning with Random Features
Alessandro Rudi, Lorenzo Rosasco
We study the generalization properties of ridge regression with random features in the statistical learning framework. We show for the first time that O(1/ n) learning bounds can be achieved with only O( n log n) random features rather than O(n) as suggested by previous results. Further, we prove faster learning rates and show that they might require more random features, unless they are sampled according to a possibly problem dependent distribution. Our results shed light on the statistical computational trade-offs in large scale kernelized learning, showing the potential effectiveness of random features in reducing the computational complexity while keeping optimal generalization properties.
Aspects of importance sampling in parameter selection for neural networks using ridgelet transform
The choice of parameters in neural networks is crucial in the performance, and an oracle distribution derived from the ridgelet transform enables us to obtain suitable initial parameters. In other words, the distribution of parameters is connected to the integral representation of target functions. The oracle distribution allows us to avoid the conventional backpropagation learning process; only a linear regression is enough to construct the neural network in simple cases. This study provides a new look at the oracle distributions and ridgelet transforms, i.e., an aspect of importance sampling. In addition, we propose extensions of the parameter sampling methods. We demonstrate the aspect of importance sampling and the proposed sampling algorithms via one-dimensional and high-dimensional examples; the results imply that the magnitude of weight parameters could be more crucial than the intercept parameters.