arXiv · 1902.01687
Optimal Nonparametric Inference via Deep Neural Network
Abstract
Deep neural network is a state-of-art method in modern science and technology. Much statistical literature have been devoted to understanding its performance in nonparametric estimation, whereas the results are suboptimal due to a redundant logarithmic sacrifice. In this paper, we show that such log-factors are not necessary. We derive upper bounds for the $L^2$ minimax risk in nonparametric estimation. Sufficient conditions on network architectures are provided such that the upper bounds become optimal (without log-sacrifice). Our proof relies on an explicitly constructed network estimator based on tensor product B-splines. We also derive asymptotic distributions for the constructed network and a relating hypothesis testing procedure. The testing procedure is further proven as minimax optimal under suitable network architectures.
Explore related subjects
Keep this discovery
Ruiqi Liu, Ben Boukai, Zuofeng Shang. 2019-02-05. Optimal Nonparametric Inference via Deep Neural Network. https://arxiv.org/abs/1902.01687
Cite the original work for its findings. Save a collection to share your selection of sources.