Generalization theory has been established for sparse deep neural networks under high-dimensional regime. Beyond generalization, parameter estimation is also important since it is crucial for variable selection and interpretability of deep neural networks. Current theoretical studies concerning parameter estimation mainly focus on two-layer neural networks, which is due to the fact that the convergence of parameter estimation heavily relies on the regularity of the Hessian matrix, while the Hessian matrix of deep neural networks is highly singular. To avoid the unidentifiability of deep neural networks in parameter estimation, we propose to conduct nonparametric estimation of partial derivatives with respect to inputs. We first show that model convergence of sparse deep neural networks is guaranteed in that the sample complexity only grows with the logarithm of the number of parameters or the input dimension when the $\ell_{1}$-norm of parameters is well constrained. Then by bounding the norm and the divergence of partial derivatives, we establish that the convergence rate of nonparametric estimation of partial derivatives scales as $\mathcal{O}(n^{-1/4})$, a rate which is slower than the model convergence rate $\mathcal{O}(n^{-1/2})$. To the best of our knowledge, this study combines nonparametric estimation and parametric sparse deep neural networks for the first time. As nonparametric estimation of partial derivatives is of great significance for nonlinear variable selection, the current results show the promising future for the interpretability of deep neural networks.

The theoretical structure of deep neural network (DNN) has been clarified gradually. Imaizumi-Fukumizu (2019) and Suzuki (2019) clarified that the learning ability of DNN is superior to the previous theories when the target function is non-smooth functions. However, as far as the author is aware, none of the numerous works to date attempted to mathematically investigate what kind of DNN architectures really induce pointwise convergence of gradient descent (without any statistical argument), and this attempt seems to be closer to the practical DNNs. In this paper we restrict target functions to non-smooth indicator functions, and construct a deep neural network inducing pointwise convergence provided by gradient descent process in ReLU-DNN. The DNN has a sparse and a special shape, with certain variable transformations.