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On overcoming the Curse of Dimensionality in Neural Networks

Abstract

Let HH be a reproducing Kernel Hilbert space. For i=1,,Ni=1,\cdots,N, let xiRdx_i\in\mathbb{R}^{d} and yiRmy_i\in\mathbb{R}^{m} comprise our dataset. Let fHf^*\in H be the unique global minimiser of the functional \begin{equation*} J(f) = \frac{1}{2}\Vert f\Vert_{H}^{2} + \frac{1}{N}\sum_{i=1}^{N}\frac{1}{2}\vert f(x_i)-y_i\vert^{2}. \end{equation*} In this paper we show that for each nNn\in\mathbb{N} there exists a two layer network where the first layer has nmnm number of basis functions Φxik,j\Phi_{x_{i_k},j} for i1,,in{1,,N}i_1,\cdots,i_n\in\{1,\cdots,N\}, j=1,,mj=1,\cdots,m and the second layer takes a weighted summation of the first layer, such that the functions fnf_n realised by these networks satisfy \begin{equation*} \Vert f_{n}-f^*\Vert_{H}\leq O(\frac{1}{\sqrt{n}})\enspace \text{for all}\enspace n\in\mathbb{N}. \end{equation*} Thus the error rate is independent of input dimension dd, output dimension mm and data size NN.

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