The GroupMax neural network approximation of convex functions

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Publication:6402003

arXiv2206.06622MaRDI QIDQ6402003FDOQ6402003

Xavier Warin

Publication date: 14 June 2022

Abstract: We present a new neural network to approximate convex functions. This network has the particularity to approximate the function with cuts and can be easily adapted to partial convexity. We give an universal approximation theorem in the full convex case and give many numerical results proving it efficiency.












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