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Title: Deep Learning for Functional Data Analysis with Adaptive Basis Layers
Despite their widespread success, the application of deep neural networks to functional data remains scarce today. The infinite dimensionality of functional data means standard learning algorithms can be applied only after appropriate dimension reduction, typically achieved via basis expansions. Currently, these bases are chosen a priori without the information for the task at hand and thus may not be effective for the designated task. We instead propose to adaptively learn these bases in an end-to-end fashion. We introduce neural networks that employ a new Basis Layer whose hidden units are each basis functions themselves implemented as a micro neural network. Our architecture learns to apply parsimonious dimension reduction to functional inputs that focuses only on information relevant to the target rather than irrelevant variation in the input function. Across numerous classification/regression tasks with functional data, our method empirically outperforms other types of neural networks, and we prove that our approach is statistically consistent with low generalization error.  more » « less
Award ID(s):
1914917
PAR ID:
10287094
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
MLR
Volume:
139
ISSN:
0841-8128
Page Range / eLocation ID:
11898-11908
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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