A Universal Approximation Result for Difference of Log-Sum-Exp Neural Networks
We show that a neural network whose output is obtained as the difference of the outputs of two feedforward networks with exponential activation function in the hidden layer and logarithmic activation function in the output node, referred to as log-sum-exp (LSE) network, is a smooth universal approxi...
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| Vydané v: | IEEE transaction on neural networks and learning systems Ročník 31; číslo 12; s. 5603 - 5612 |
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| Hlavní autori: | , , |
| Médium: | Journal Article |
| Jazyk: | English |
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United States
IEEE
01.12.2020
The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
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| ISSN: | 2162-237X, 2162-2388, 2162-2388 |
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| Abstract | We show that a neural network whose output is obtained as the difference of the outputs of two feedforward networks with exponential activation function in the hidden layer and logarithmic activation function in the output node, referred to as log-sum-exp (LSE) network, is a smooth universal approximator of continuous functions over convex, compact sets. By using a logarithmic transform, this class of network maps to a family of subtraction-free ratios of generalized posynomials (GPOS), which we also show to be universal approximators of positive functions over log-convex, compact subsets of the positive orthant. The main advantage of difference-LSE networks with respect to classical feedforward neural networks is that, after a standard training phase, they provide surrogate models for a design that possesses a specific difference-of-convex-functions form, which makes them optimizable via relatively efficient numerical methods. In particular, by adapting an existing difference-of-convex algorithm to these models, we obtain an algorithm for performing an effective optimization-based design. We illustrate the proposed approach by applying it to the data-driven design of a diet for a patient with type-2 diabetes and to a nonconvex optimization problem. |
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| AbstractList | We show that a neural network whose output is obtained as the difference of the outputs of two feedforward networks with exponential activation function in the hidden layer and logarithmic activation function in the output node (LSE networks) is a smooth universal approximator of continuous functions over convex, compact sets. By using a logarithmic transform, this class of networks maps to a family of subtraction-free ratios of generalized posynomials, which we also show to be universal approximators of positive functions over log-convex, compact subsets of the positive orthant. The main advantage of Difference-LSE networks with respect to classical feedforward neural networks is that, after a standard training phase, they provide surrogate models for design that possess a specific difference-of-convex-functions form, which makes them optimizable via relatively efficient numerical methods. In particular, by adapting an existing difference-of-convex algorithm to these models, we obtain an algorithm for performing effective optimization-based design. We illustrate the proposed approach by applying it to data-driven design of a diet for a patient with type-2 diabetes. We show that a neural network whose output is obtained as the difference of the outputs of two feedforward networks with exponential activation function in the hidden layer and logarithmic activation function in the output node, referred to as log-sum-exp (LSE) network, is a smooth universal approximator of continuous functions over convex, compact sets. By using a logarithmic transform, this class of network maps to a family of subtraction-free ratios of generalized posynomials (GPOS), which we also show to be universal approximators of positive functions over log-convex, compact subsets of the positive orthant. The main advantage of difference-LSE networks with respect to classical feedforward neural networks is that, after a standard training phase, they provide surrogate models for a design that possesses a specific difference-of-convex-functions form, which makes them optimizable via relatively efficient numerical methods. In particular, by adapting an existing difference-of-convex algorithm to these models, we obtain an algorithm for performing an effective optimization-based design. We illustrate the proposed approach by applying it to the data-driven design of a diet for a patient with type-2 diabetes and to a nonconvex optimization problem.We show that a neural network whose output is obtained as the difference of the outputs of two feedforward networks with exponential activation function in the hidden layer and logarithmic activation function in the output node, referred to as log-sum-exp (LSE) network, is a smooth universal approximator of continuous functions over convex, compact sets. By using a logarithmic transform, this class of network maps to a family of subtraction-free ratios of generalized posynomials (GPOS), which we also show to be universal approximators of positive functions over log-convex, compact subsets of the positive orthant. The main advantage of difference-LSE networks with respect to classical feedforward neural networks is that, after a standard training phase, they provide surrogate models for a design that possesses a specific difference-of-convex-functions form, which makes them optimizable via relatively efficient numerical methods. In particular, by adapting an existing difference-of-convex algorithm to these models, we obtain an algorithm for performing an effective optimization-based design. We illustrate the proposed approach by applying it to the data-driven design of a diet for a patient with type-2 diabetes and to a nonconvex optimization problem. We show that a neural network whose output is obtained as the difference of the outputs of two feedforward networks with exponential activation function in the hidden layer and logarithmic activation function in the output node, referred to as log-sum-exp (LSE) network, is a smooth universal approximator of continuous functions over convex, compact sets. By using a logarithmic transform, this class of network maps to a family of subtraction-free ratios of generalized posynomials (GPOS), which we also show to be universal approximators of positive functions over log-convex, compact subsets of the positive orthant. The main advantage of difference-LSE networks with respect to classical feedforward neural networks is that, after a standard training phase, they provide surrogate models for a design that possesses a specific difference-of-convex-functions form, which makes them optimizable via relatively efficient numerical methods. In particular, by adapting an existing difference-of-convex algorithm to these models, we obtain an algorithm for performing an effective optimization-based design. We illustrate the proposed approach by applying it to the data-driven design of a diet for a patient with type-2 diabetes and to a nonconvex optimization problem. |
| Author | Gaubert, Stephane Calafiore, Giuseppe C. Possieri, Corrado |
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| Keywords | LSE networks DC programming Subtraction-freeexpressions Surrogate models Feedforward neural networks Data-driven optimization Universal ap-proximation |
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| SubjectTerms | Algorithms Artificial neural networks Computer Science Continuity (mathematics) Convex functions Data-driven optimization Design Design optimization Diabetes mellitus difference of convex (DC) programming Feedforward neural networks feedforward neural networks (FFNs) log-sum-exp (LSE) networks Machine Learning Mathematical analysis Mathematical models Mathematics Neural networks Numerical methods Optimization Optimization and Control Subtraction subtraction-free expressions surrogate models Transforms universal approximation |
| Title | A Universal Approximation Result for Difference of Log-Sum-Exp Neural Networks |
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