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Mean field analysis of neural networks: a law of large numbers

Abstract:

Machine learning, and in particular neural network models, have revolutionized fields such as image, text, and speech recognition. Today, many important real-world applications in these areas are driven by neural networks. There are also growing applications in engineering, robotics, medicine, and finance. Despite their immense success in practice, there is limited mathematical understanding of neural networks. This paper illustrates how neural networks can be studied via stochastic analysis ...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1137/18m1192184

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
ORCID:
0000-0002-0971-1349
Publisher:
Society for Industrial and Applied Mathematics Publisher's website
Journal:
SIAM Journal on Applied Mathematics Journal website
Volume:
80
Issue:
2
Pages:
725-752
Publication date:
2020-03-10
Acceptance date:
2019-11-08
DOI:
EISSN:
1095-712X
ISSN:
0036-1399
Language:
English
Keywords:
Pubs id:
1124850
Local pid:
pubs:1124850
Deposit date:
2020-08-10

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