The GroupMax neural network approximation of convex functions

Published 14 Jun 2022 in math.OC | (2206.06622v2)

Abstract: We present a new neural network to approximate convex functions. This network has the particularity to approximate the function with cuts and can be easily adapted to partial convexity. We give an universal approximation theorem in the full convex case and give many numerical results proving it efficiency.

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Xavier Warin

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