使用ReLU激活函数的深度神经网络非参数回归

Nonparametric regression using deep neural networks with ReLU activation function

Annals of Statistics · 2020
被引 277 · 同刊同年前 2%
ABS 4★

中文导读

研究了基于稀疏连接深度神经网络(ReLU激活函数)的估计量,在回归函数满足一般组合假设时达到极小极大收敛速度(含对数因子),为多层前馈网络的实际表现提供理论解释。

Abstract

Consider the multivariate nonparametric regression model. It is shown that estimators based on sparsely connected deep neural networks with ReLU activation function and properly chosen network architecture achieve the minimax rates of convergence (up to $\log n$-factors) under a general composition assumption on the regression function. The framework includes many well-studied structural constraints such as (generalized) additive models. While there is a lot of flexibility in the network architecture, the tuning parameter is the sparsity of the network. Specifically, we consider large networks with number of potential network parameters exceeding the sample size. The analysis gives some insights into why multilayer feedforward neural networks perform well in practice. Interestingly, for ReLU activation function the depth (number of layers) of the neural network architectures plays an important role, and our theory suggests that for nonparametric regression, scaling the network depth with the sample size is natural. It is also shown that under the composition assumption wavelet estimators can only achieve suboptimal rates.

非参数回归深度学习神经网络高维统计