Deep reinforcement learning (RL) has shown remarkable success in specific offline decision-making scenarios, yet its theoretical guarantees are still under development. Existing works on offline RL theory primarily emphasize a few trivial settings, such as linear MDP or general function approximation with strong assumptions and independent data, which lack guidance for practical use. The coupling of deep learning and Bellman residuals makes this problem challenging, in addition to the difficulty of data dependence. In this paper, we establish a non-asymptotic estimation error of pessimistic offline RL using general neural network approximation with C-mixing data regarding the structure of networks, the dimension of datasets, and the concentrability of data coverage, under mild assumptions. Our result shows that the estimation error consists of two parts: the first converges to zero at a desired rate on the sample size with partially controllable concentrability, and the second becomes negligible if the residual constraint is tight. This result demonstrates the explicit efficiency of deep adversarial offline RL frameworks. We utilize the empirical process tool for C-mixing sequences and the neural network approximation theory for the Holder class to achieve this. We also develop methods to bound the Bellman estimation error caused by function approximation with empirical Bellman constraint perturbations. Additionally, we present a result that lessens the curse of dimensionality using data with low intrinsic dimensionality and function classes with low complexity. Our estimation provides valuable insights into the development of deep offline RL and guidance for algorithm model design.
This content will become publicly available on April 17, 2025
The learning speed of feed-forward neural networks is notoriously slow and has presented a bottleneck in deep learning applications for several decades. For instance, gradient-based learning algorithms, which are used extensively to train neural networks, tend to work slowly when all of the network parameters must be iteratively tuned. To counter this, both researchers and practitioners have tried introducing randomness to reduce the learning requirement. Based on the original construction of Igelnik and Pao, single layer neural-networks with random input-to-hidden layer weights and biases have seen success in practice, but the necessary theoretical justification is lacking. In this study, we begin to fill this theoretical gap. We then extend this result to the non-asymptotic setting using a concentration inequality for Monte-Carlo integral approximations. We provide a (corrected) rigorous proof that the Igelnik and Pao construction is a universal approximator for continuous functions on compact domains, with approximation error squared decaying asymptotically like
- Award ID(s):
- 1928930
- NSF-PAR ID:
- 10529332
- Publisher / Repository:
- Frontiers in Applied Mathematics and Statistics
- Date Published:
- Journal Name:
- Frontiers in Applied Mathematics and Statistics
- Volume:
- 10
- ISSN:
- 2297-4687
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
more » « less
-
To verify safety and robustness of neural networks, researchers have successfully applied abstract interpretation , primarily using the interval abstract domain. In this paper, we study the theoretical power and limits of the interval domain for neural-network verification. First, we introduce the interval universal approximation (IUA) theorem. IUA shows that neural networks not only can approximate any continuous function f (universal approximation) as we have known for decades, but we can find a neural network, using any well-behaved activation function, whose interval bounds are an arbitrarily close approximation of the set semantics of f (the result of applying f to a set of inputs). We call this notion of approximation interval approximation . Our theorem generalizes the recent result of Baader et al. from ReLUs to a rich class of activation functions that we call squashable functions . Additionally, the IUA theorem implies that we can always construct provably robust neural networks under ℓ ∞ -norm using almost any practical activation function. Second, we study the computational complexity of constructing neural networks that are amenable to precise interval analysis. This is a crucial question, as our constructive proof of IUA is exponential in the size of the approximation domain. We boil this question down to the problem of approximating the range of a neural network with squashable activation functions. We show that the range approximation problem (RA) is a Δ 2 -intermediate problem, which is strictly harder than NP -complete problems, assuming coNP ⊄ NP . As a result, IUA is an inherently hard problem : No matter what abstract domain or computational tools we consider to achieve interval approximation, there is no efficient construction of such a universal approximator. This implies that it is hard to construct a provably robust network, even if we have a robust network to start with.more » « less
-
Mairal, Julien (Ed.)High-dimensional depth separation results for neural networks show that certain functions can be efficiently approximated by two-hidden-layer networks but not by one-hidden-layer ones in high-dimensions. Existing results of this type mainly focus on functions with an underlying radial or one-dimensional structure, which are usually not encountered in practice. The first contribution of this paper is to extend such results to a more general class of functions, namely functions with piece-wise oscillatory structure, by building on the proof strategy of (Eldan and Shamir, 2016). We complement these results by showing that, if the domain radius and the rate of oscillation of the objective function are constant, then approximation by one-hidden-layer networks holds at a poly(d) rate for any fixed error threshold. The mentioned results show that one-hidden-layer networks fail to approximate high- energy functions whose Fourier representation is spread in the frequency domain, while they succeed at approximating functions having a sparse Fourier representation. However, the choice of the domain represents a source of gaps between these positive and negative approximation results. We conclude the paper focusing on a compact approximation do- main, namely the sphere Sd−1 in dimension d, where we provide a characterization of both functions which are efficiently approximable by one-hidden-layer networks and of functions which are provably not, in terms of their Fourier expansion.more » « less
-
We study the problem of learning hierarchical polynomials over the standard Gaussian distribution with three-layer neural networks. We specifically consider target functions of the form where is a degree polynomial and is a degree polynomial. This function class generalizes the single-index model, which corresponds to , and is a natural class of functions possessing an underlying hierarchical structure. Our main result shows that for a large subclass of degree polynomials , a three-layer neural network trained via layerwise gradient descent on the square loss learns the target up to vanishing test error in samples and polynomial time. This is a strict improvement over kernel methods, which require samples, as well as existing guarantees for two-layer networks, which require the target function to be low-rank. Our result also generalizes prior works on three-layer neural networks, which were restricted to the case of being a quadratic. When is indeed a quadratic, we achieve the information-theoretically optimal sample complexity , which is an improvement over prior work (Nichani et al., 2023) requiring a sample size of . Our proof proceeds by showing that during the initial stage of training the network performs feature learning to recover the feature with samples. This work demonstrates the ability of three-layer neural networks to learn complex features and as a result, learn a broad class of hierarchical functions.more » « less
-
more » « less
Abstract One of the reasons why many neural networks are capable of replicating complicated tasks or functions is their universal approximation property. Though the past few decades have seen tremendous advances in theories of neural networks, a single constructive and elementary framework for neural network universality remains unavailable. This paper is an effort to provide a unified and constructive framework for the universality of a large class of activation functions including most of the existing ones. At the heart of the framework is the concept of neural network approximate identity (nAI). The main result is as follows: any nAI activation function is universal in the space of continuous functions on compacta. It turns out that most of the existing activation functions are nAI, and thus universal. The framework induces several advantages over the contemporary counterparts. First, it is constructive with elementary means from functional analysis, probability theory, and numerical analysis. Second, it is one of the first unified and constructive attempts that is valid for most of the existing activation functions. Third, it provides new proofs for most activation functions. Fourth, for a given activation and error tolerance, the framework provides precisely the architecture of the corresponding one-hidden neural network with a predetermined number of neurons and the values of weights/biases. Fifth, the framework allows us to abstractly present the first universal approximation with a favorable non-asymptotic rate. Sixth, our framework also provides insights into the developments, and hence providing constructive derivations, of some of the existing approaches.
