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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.


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