Universal Approximation with Deep Narrow Networks

MaRDI QIDQ6319096zbMATH OpenFDO

Authors Patrick Kidger, Terence J. Lyons

Publication date 21 May 2019

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Multidimensional problems (41A63) Approximation by arbitrary nonlinear expressions; widths and entropy (41A46)

Abstract: The classical Universal Approximation Theorem holds for neural networks of arbitrary width and bounded depth. Here we consider the natural `dual' scenario for networks of bounded width and arbitrary depth. Precisely, let $n$ be the number of inputs neurons, $m$ be the number of output neurons, and let $ho$ be any nonaffine continuous function, with a continuous nonzero derivative at some point. Then we show that the class of neural networks of arbitrary depth, width $n+m+2$, and activation function $ho$, is dense in $C(K;mathbb{R}^m)$ for $Ksubseteqmathbb{R}^n$ with $K$ compact. This covers every activation function possible to use in practice, and also includes polynomial activation functions, which is unlike the classical version of the theorem, and provides a qualitative difference between deep narrow networks and shallow wide networks. We then consider several extensions of this result. In particular we consider nowhere differentiable activation functions, density in noncompact domains with respect to the $L^p$-norm, and how the width may be reduced to just $n+m+1$ for `most' activation functions.

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