Universal approximation theorem
A pivotal result in deep learning stating that
feed-forward neural networks are universal estimators,
that is, for every continuous function 1
\begin{equation*} f : \mathbb{R}^n \to \mathbb{R}^m \end{equation*}there exists a feed-forward neural network \(\hat{f}\) with
- one hidden layer and
- non-polynomial activation functions
that approximates \(f\) such that
\begin{equation*} \boxed{| f(x) - \hat{f}(x) | < \epsilon} \end{equation*}for
- all \(x\) in any given interval \([a, b] \subset \mathbb{R}^n\)
- all degrees of accuracy \(\epsilon\).
Footnotes:
1
Non-continuous functions can be approximated with continuous ones.