LGAug 1, 2023
Learning Green's Function Efficiently Using Low-Rank ApproximationsKishan Wimalawarne, Taiji Suzuki, Sophie Langer
Learning the Green's function using deep learning models enables to solve different classes of partial differential equations. A practical limitation of using deep learning for the Green's function is the repeated computationally expensive Monte-Carlo integral approximations. We propose to learn the Green's function by low-rank decomposition, which results in a novel architecture to remove redundant computations by separate learning with domain data for evaluation and Monte-Carlo samples for integral approximation. Using experiments we show that the proposed method improves computational time compared to MOD-Net while achieving comparable accuracy compared to both PINNs and MOD-Net.
LGFeb 5
Latent Structure Emergence in Diffusion Models via Confidence-Based FilteringWei Wei, Yizhou Zeng, Kuntian Chen et al.
Diffusion models rely on a high-dimensional latent space of initial noise seeds, yet it remains unclear whether this space contains sufficient structure to predict properties of the generated samples, such as their classes. In this work, we investigate the emergence of latent structure through the lens of confidence scores assigned by a pre-trained classifier to generated samples. We show that while the latent space appears largely unstructured when considering all noise realizations, restricting attention to initial noise seeds that produce high-confidence samples reveals pronounced class separability. By comparing class predictability across noise subsets of varying confidence and examining the class separability of the latent space, we find evidence of class-relevant latent structure that becomes observable only under confidence-based filtering. As a practical implication, we discuss how confidence-based filtering enables conditional generation as an alternative to guidance-based methods.
11.3MLMay 7
Beyond the Independence Assumption: Finite-Sample Guarantees for Deep Q-Learning under $τ$-MixingLeon Halgryn, Sophie Langer, Janusz M. Meylahn et al.
Finite-sample analyses of deep Q-learning typically treat replayed data as independent, even though it is sampled from temporally dependent state-action trajectories. We study the Deep Q-networks (DQN) algorithm under explicit dependence by modelling the minibatches used for updating the network as $τ$-mixing. We show that this assumption holds under certain dependence conditions on the underlying trajectories and the mechanism used to sample minibatches. Building on this observation, we extend statistical analyses of DQN with fully connected ReLU architectures to dependent data. We formulate each update as a nonparametric regression problem with $τ$-mixing observations and derive finite-sample risk bounds under this dependence structure. Our results show that temporal dependence leads to a degradation in the statistical rate by inducing an additional dimensionality penalty in the rate exponent, reflecting the reduced effective sample size of $τ$-mixing data. Moreover, we derive the sample complexity of DQN under $tau$-mixing from these risk bounds. Finally, we empirically demonstrate on standard Gymnasium environments that the independence assumption is systematically violated and that replay sampling yields approximately exponentially decaying correlations, supporting our theoretical framework.
MLApr 30, 2025
On the expressivity of deep Heaviside networksInsung Kong, Juntong Chen, Sophie Langer et al.
We show that deep Heaviside networks (DHNs) have limited expressiveness but that this can be overcome by including either skip connections or neurons with linear activation. We provide lower and upper bounds for the Vapnik-Chervonenkis (VC) dimensions and approximation rates of these network classes. As an application, we derive statistical convergence rates for DHN fits in the nonparametric regression model.
LGMar 14, 2025
Training Diagonal Linear Networks with Stochastic Sharpness-Aware MinimizationGabriel Clara, Sophie Langer, Johannes Schmidt-Hieber
We analyze the landscape and training dynamics of diagonal linear networks in a linear regression task, with the network parameters being perturbed by small isotropic normal noise. The addition of such noise may be interpreted as a stochastic form of sharpness-aware minimization (SAM) and we prove several results that relate its action on the underlying landscape and training dynamics to the sharpness of the loss. In particular, the noise changes the expected gradient to force balancing of the weight matrices at a fast rate along the descent trajectory. In the diagonal linear model, we show that this equates to minimizing the average sharpness, as well as the trace of the Hessian matrix, among all possible factorizations of the same matrix. Further, the noise forces the gradient descent iterates towards a shrinkage-thresholding of the underlying true parameter, with the noise level explicitly regulating both the shrinkage factor and the threshold.
LGOct 21, 2024
On the VC dimension of deep group convolutional neural networksAnna Sepliarskaia, Sophie Langer, Johannes Schmidt-Hieber
We study the generalization capabilities of Group Convolutional Neural Networks (GCNNs) with ReLU activation function by deriving upper and lower bounds for their Vapnik-Chervonenkis (VC) dimension. Specifically, we analyze how factors such as the number of layers, weights, and input dimension affect the VC dimension. We further compare the derived bounds to those known for other types of neural networks. Our findings extend previous results on the VC dimension of continuous GCNNs with two layers, thereby providing new insights into the generalization properties of GCNNs, particularly regarding the dependence on the input resolution of the data.
STJul 20, 2021
Estimation of a regression function on a manifold by fully connected deep neural networksMichael Kohler, Sophie Langer, Ulrich Reif
Estimation of a regression function from independent and identically distributed data is considered. The $L_2$ error with integration with respect to the distribution of the predictor variable is used as the error criterion. The rate of convergence of least squares estimates based on fully connected spaces of deep neural networks with ReLU activation function is analyzed for smooth regression functions. It is shown that in case that the distribution of the predictor variable is concentrated on a manifold, these estimates achieve a rate of convergence which depends on the dimension of the manifold and not on the number of components of the predictor variable.
LGOct 8, 2020
Approximating smooth functions by deep neural networks with sigmoid activation functionSophie Langer
We study the power of deep neural networks (DNNs) with sigmoid activation function. Recently, it was shown that DNNs approximate any $d$-dimensional, smooth function on a compact set with a rate of order $W^{-p/d}$, where $W$ is the number of nonzero weights in the network and $p$ is the smoothness of the function. Unfortunately, these rates only hold for a special class of sparsely connected DNNs. We ask ourselves if we can show the same approximation rate for a simpler and more general class, i.e., DNNs which are only defined by its width and depth. In this article we show that DNNs with fixed depth and a width of order $M^d$ achieve an approximation rate of $M^{-2p}$. As a conclusion we quantitatively characterize the approximation power of DNNs in terms of the overall weights $W_0$ in the network and show an approximation rate of $W_0^{-p/d}$. This more general result finally helps us to understand which network topology guarantees a special target accuracy.
MLAug 29, 2019
Estimation of a function of low local dimensionality by deep neural networksMichael Kohler, Adam Krzyzak, Sophie Langer
Deep neural networks (DNNs) achieve impressive results for complicated tasks like object detection on images and speech recognition. Motivated by this practical success, there is now a strong interest in showing good theoretical properties of DNNs. To describe for which tasks DNNs perform well and when they fail, it is a key challenge to understand their performance. The aim of this paper is to contribute to the current statistical theory of DNNs. We apply DNNs on high dimensional data and we show that the least squares regression estimates using DNNs are able to achieve dimensionality reduction in case that the regression function has locally low dimensionality. Consequently, the rate of convergence of the estimate does not depend on its input dimension $d$, but on its local dimension $d^*$ and the DNNs are able to circumvent the curse of dimensionality in case that $d^*$ is much smaller than $d$. In our simulation study we provide numerical experiments to support our theoretical result and we compare our estimate with other conventional nonparametric regression estimates. The performance of our estimates is also validated in experiments with real data.
MLAug 29, 2019
On the rate of convergence of fully connected very deep neural network regression estimatesMichael Kohler, Sophie Langer
Recent results in nonparametric regression show that deep learning, i.e., neural network estimates with many hidden layers, are able to circumvent the so-called curse of dimensionality in case that suitable restrictions on the structure of the regression function hold. One key feature of the neural networks used in these results is that their network architecture has a further constraint, namely the network sparsity. In this paper we show that we can get similar results also for least squares estimates based on simple fully connected neural networks with ReLU activation functions. Here either the number of neurons per hidden layer is fixed and the number of hidden layers tends to infinity suitably fast for sample size tending to infinity, or the number of hidden layers is bounded by some logarithmic factor in the sample size and the number of neurons per hidden layer tends to infinity suitably fast for sample size tending to infinity. The proof is based on new approximation results concerning deep neural networks.