Abstract
In this article we present the multivariate approximation of time splitting random functions defined on a box or by neural network operators of quasi-interpolation type. We achieve these approximations by obtaining quantitative-type Jackson inequalities engaging the multivariate modulus of continuity of a related random function or its partial high-order derivatives. We use density functions to define our operators. These derive from the logistic and hyperbolic tangent sigmoid activation functions. Our convergences are both point-wise and uniform. The engaged feed-forward neural networks possess one hidden layer. We finish the article with a great variety of applications.
Keywords:
logistic and hyperbolic sigmoid functions; time splitting random function; neural network approximation; quasi-interpolation operator; multivariate modulus of continuity; stochastic inequalities MSC:
26A33; 41A17; 41A25
1. Introduction
The first author of [1,2], see Section 2, Section 3, Section 4 and Section 5, was first to establish neural network approximations of continuous functions with rates by specifically defined neural network operators of Cardaliaguet–Euvrard and ”squashing” types, employing the modulus of continuity of the engaged function or its high-order derivative to produce very tight Jackson-type inequalities. They treated both univariate and multivariate cases. The defining these operators, ”bell-shaped” and ”squashing” functions, are assumed to be of compact support. Furthermore, in [2] they give the Nth order asymptotic expansion for the weak approximation error of these two operators to a special natural class of smooth functions, see Section 4 and Section 5. Continuing on from the the work in [3], the author continued their studies on neural network approximation by introducing and using sigmoidal and hyperbolic tangent-type proper quasi-interpolation operators [4,5,6,7,8], treating both univariate and multivariate cases. Here, we are inspired by the work in [9,10]. In this article we study the quantitative neural network approximations to continuous functions on a box or , by linear operators deriving by engaging the logistic and hyperbolic tangent sigmoid activation functions. The degrees of approximations are given with rates by the use of appropriately related moduli of continuity. We finish by providing applications of the work. We have been mostly motivated by:
- Stationary Gaussian processes, represented bywhere and are random variables, independent from the standard normal distribution, see [11].
- The “Fourier model” of a stationary process, see [12].
The one hidden layer feed-forward neural networks (FNNs) used in this work can be mathematically expressed as networks as
where for , are thresholds, are connecting weights, are coefficients, are in the inner product of and x, and is the activation function in the network. In the vast literature of neural networks, various activation functions are used according to the needs of the study. Ours are very typical, the logistic and hyperbolic activation functions. For further general reading on neural networks one may read [13,14,15]. In [16], author presents a complete study of real-valued approximations by neural network approximations.
2. Background
2.1. Logistic Sigmoid Activation Function
Here, we follow [7], considering a logarithmic-type sigmoidal function
each with the properties and ,
These functions play the role of activation functions in the hidden layer of neural networks, with additional applications in biology, demography, etc. [17,18].
As in [3], we consider
We notice the following properties:
- (i)
- , ∀
- (ii)
- , ∀,
- (iii)
- , ∀;
- (iv)
- ,
- (v)
- is a density function,
- (vi)
- is even: , , for
We see that
- (vii)
- is decreasing for , and increasing for ,
Let , . Then, as in [8], we obtain
- (viii)
Denote by the ceiling of a number, and by the integral part of a number. Consider , such that , ,
We obtain
- (ix)
- ∀
- (x)
- As in [8], we see thatfor at least some ,
We will use here
It has the properties:
- (i)’
- , ∀
We see that
That is
- (ii)’
- , ∀
- (iii)’
- ∀ .
- (iv)’
where is a multivariate density function.
Here, , , and set , in the multivariate context, and
For and , fixed gives
In the last two calculations the counting is over a disjoint vector of k, because the condition implies that there exists at least one ,
We treat
We have proven that
- (v)’
- , ,
By (ix), we obtain
That is,
- (vi)’
- it holds∀, .
It is clear that
- (vii)’
- , ,
From (x), we see that
- (viii)’
- for some
Let and such that ,
We introduce and define the multivariate positive linear neural network operator ()
For large enough n we obtain , . Furthermore, , iff , .
Here, we study the point-wise and uniform convergence of to f with rates.
For convenience,
∀
That is
Hence,
Consequently, we derive
∀
Now we estimate the right-hand side of Equations (21).
For this we need, for the first multivariate modulus of continuity
Similarly, is defined (continuous and bounded functions of ). We have
When we define
, ∀ is and the multivariate quasi-interpolation neural network operator.
Notice here that for large enough we obtain
Thus, given a fixed , for the linear combination the (dominant) rate of convergence to zero is . The closer is to 1 a faster and better rate of convergence to zero is obtained.
Let , . Here, denotes a partial derivative of f, , , , and where . We also write of order l.
We denote
Call also
is the supremum norm.
Next, we present a series of multivariate neural network approximations of a function given with rates.
We first give
Theorem 1.
Let , . Then,
- (i)
- (ii)
Next we present
Theorem 2
([7]). Let , , , . Then,
- (i)
- (ii)
Next we discuss high-order approximations by using the smoothness of f.
We give
Theorem 3
([7]). Let , , , . Then,
- (i)
- (ii)
- (iii)
- (iv)
- Assume , for all . Thennotice in the last equation the extremely high rate of convergence at
2.2. Hyperbolic Tangent Sigmoid Activation Function
We now consider the hyperbolic tangent function ,
It has the properties , ∀, and . Furthermore, as , and , as , and it is strictly increasing for .
This function plays the role of an activation function in the hidden layer of neural networks.
We further consider
We easily see that , that is is even for . Therefore, is differentiable, and thus continuous.
Proposition 1
([4]). for is strictly decreasing.
Therefore, is strictly increasing for . In addition, it holds that
In fact, has a bell shape with a horizontal asymptote to the x-axis. Therefore, the maximum of is zero,
Theorem 4
([4]). We have , ∀.
Thus,
Furthermore, it holds
Theorem 5
([4]). It holds
Therefore, is a density function for .
Theorem 6
([4]). Let and . It holds that
Denote by the integral part of the number and by the ceiling of the number.
Theorem 7
([4]). Let and so that . It holds that
Furthermore, by [4], we obtain
for at least some .
In this article we use
It has the properties:
- (i)
- , ∀
- (ii)
- where , ∀
- (iii)
- ∀ .
- (iv)
- where is a multivariate density function.
Therefore, we see that
For and , for a fixed , we have
In the last two equations the counting is over a disjoint vector sets of k, because the condition implies that there exists at least one ,
We treat
We have proven that
- (v)
- , ,
By Theorem 7, we clearly obtain
That is,
- (vi)
- it holds that∀, .
It is also clear that
- (vii)
- , ,
Furthermore, we obtain
for at least some
Let and such that ,
We introduce and define the multivariate positive linear neural network operator ()
For large enough n we always obtain , . Furthermore, , iff , .
Here, we study the point-wise and uniform convergence of to f with rates.
For convenience we call
∀
That is
∀,
Hence,
Consequently, we derive
∀ When we define,
, ∀ , is the multivariate quasi-interpolation neural network operator. Here, we present a series of multivariate neural network approximations of a function given with rates. We first give
Theorem 8.
Let , . Then,
- (i)
- (ii)
Next, we present
Theorem 9.
Let , , , . Then,
- (i)
- (ii)
Next, we discuss high-order approximations by using the smoothness of f. We give
Theorem 10.
Let , , , . Then,
- (i)
- (ii)
- (iii)
- (iv)
- Assume , for all . ThenNotice in the latter the extremely high rate of convergence at
2.3. Combining Section 2.1 and Section 2.2
For the next theorems we call
We also set
Furthermore, we set
where
We define,
and
Notice that
Theorem 11.
Let , and . Then,
- (i)
- (ii)
Proof.
From Theorems 1 and 8. □
Next, we present
Theorem 12.
Let , , , and . Then,
- (i)
- (ii)
Proof.
From Theorems 2 and 9. □
Next, we discuss high-order approximations by using the smoothness of f.
We give
Theorem 13.
Let , , , and . Then,
- (i)
- (ii)
- (iii)
- (iv)
- Assume , for all . Then,Notice in the later the extremely high rate of convergence at
Proof.
From Theorems 3 and 10. □
Next, we apply Theorem 13 for .
Corollary 1.
Let , , , and . Then,
- (i)
- (ii)
- (iii)
- (iv)
- Assume , where . ThenNotice in the latter the extremely high rate of convergence at
3. Multiple Time-Separating Random Functions
Let be a probability space, be real-valued random variables for with finite expectations, and , where are infinite subsets of for every . Typically, is an infinite length interval of , usually or for .
Clearly,
is a common time-separating random function.
We can assume that . Consequently, we have the expectation
A classical example of a multiple time-separating process is
for .
Notice that and .
Another typical example is
In this article we will apply the main results of Section 2.3, to . We conclude with several applications.
4. Main Results
We present the following stochastic approximation result.
Proof.
From Theorem 11. □
The counter part of the previous theorem follows.
Proof.
From Theorem 12. □
We give
Theorem 16.
Let as in (80), Here, where with for . Let also and . Then,
- (i)
- (ii)
- (iii)
- (iv)
- Assume , for all . ThenNotice in the latter the extremely high rate of convergence at
Proof.
From Theorem 13. □
Next, we apply Theorem 16 for .
Corollary 2.
Let as in (80), Here, where with for . Let also , , and . Then,
- (i)
- (ii)
- (iii)
- (iv)
- Assume , where . ThenNotice in the latter the extremely high rate of convergence at
5. Applications
For applications, we consider as a probability space and and as real-valued random variables of with finite expectations. We consider the stochastic processes for where and as follows:
where and are fixed;
where is fixed;
where is fixed;
where is fixed.
Here, .
where are fixed;
where are fixed;
where are fixed;
The expectations of are
We present the results in the following.
Proposition 2.
Let Here, where with for every . Let also and . Then, for
- (i)
- (ii)
Proof.
From Theorem 14. □
Next, we present.
Proposition 3.
Let , and . Then, for
- (i)
- (ii)
Proof.
Notice that for every we have:
- for , and ,
- for , and ,
- for , and ,
- for , and .
Thus, the results from Theorem 16 are □
Proposition 4.
Let Here where with for . Let also , , and . Then, for
- (i)
- (ii)
- Assume , where . Then,Notice in the latter the extremely high rate of convergence at
Proof.
From Corollary 2. □
6. Specific Applications
Let , where is the set of non-negative integers, be a probability space, and be real-valued random variables on following Poisson distributions with parameters and , respectively.
We consider the stochastic process where and as follows:
where is fixed.
Since and , the expectations of are
Furthermore, for we have
Notice that
for every
For the next we consider , where is a probability space, with and of following Gaussian distributions with expectations and , respectively. We consider the stochastic process where and as follows:
where is fixed.
Since and , the expectations of are
Furthermore, for we have that
Notice that
for every
Next, we consider , where , be a probability space, be real-valued random variables of following Weibull distributions with scale parameters 1 and shape parameters and , respectively.
We consider the stochastic process where and as follows:
where are fixed;
Since and , where is the Gamma function, The expectations of , are
Furthermore, for we have that
Notice that
for every , where
We present the results in the following.
Proposition 5.
Let Here, where with for every . Let also and . Then for ,
- (i)
- (ii)
Proof.
From Proposition 2. □
Next, we present
Proposition 6.
Let , and . Then for ,
- (i)
- (ii)
Proof.
From Proposition 3. □
Proposition 7.
Let Here, where with for . Let also , , and . Then for ,
- (i)
- (ii)
- Assume where . Then,Notice in the latter the extremely high rate of convergence at
Proof.
From Proposition 4. □
Proposition 8.
Let Here where with for . Let also , , and . Then
- (i)
- (ii)
- Assume that there exist , where , such that for with . Then,Notice in the latter the extremely high rate of convergence at
Proof.
From Proposition 4. □
For the latest developments in deep learning see [19].
For work concerning neural network applications in biology, environmental science, and demography, see [20,21].
Author Contributions
Conceptualization, G.A.A.; Writing—original draft, G.A.A. and D.K. All authors have read and agreed to the published version of the manuscript.
Funding
This research received no external funding.
Data Availability Statement
Not applicable.
Conflicts of Interest
The authors declare no conflict of interest.
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