Dense ReLU Neural Networks for Temporal-spatial Model
Authors: Carlos Misael Madrid Padilla, Zhi Zhang, Xiaokai Luo, Daren Wang, Oscar Hernan Madrid Padilla
Organizations: Department of Statistics and Data Science, Washington University in St. Louis. · Department of Statistics and Data Science, University of California, Los Angeles · Department of Statistics, University of Notre Dame
In this paper, we focus on fully connected deep neural networks utilizing the Rectified Linear Unit (ReLU) activation function for nonparametric estimation. We derive non-asymptotic bounds that lead to convergence rates, addressing both temporal and spatial dependence in the observed measurements. By accounting for dependencies across time and space, our models better reflect the complexities of real-world data, enhancing both predictive performance and theoretical robustness. We also tackle the curse of dimensionality by modeling the data on a manifold, exploring the intrinsic dimensionality of high-dimensional data. We broaden existing theoretical findings of temporal-spatial analysis by applying them to neural networks in more general contexts and demonstrate that our proof techniques are effective for models with short-range dependence. Our empirical simulations across various synthetic response functions underscore the superior performance of our method, outperforming established approaches in the existing literature. These findings provide valuable insights into the strong capabilities of dense neural networks (Dense NN) for temporal-spatial modeling across a broad range of function classes.
Figures & tables
Setting / Assumptions
Rate
Dominant regime
This work
Temporal-spatial γi+ϵij , β -mixing
Term 1(p,K)∈Pmax(nm)−2p+K2plog7.3(nm)+Term 2nlog(nm)
m≤nK/(2p)poly(log(nm)) Term 1 m≥nK/(2p)poly(log(nm)) Term 2
i.i.d. functional γi+ϵij , i.i.d.
Term 1(p,K)∈Pmax(nm)−2p+K2plog6.3(nm)+Term 2n1
m≤nK/(2p)poly(log(nm)) Term 1 m≥nK/(2p)poly(log(nm)) Term 2
Temporal only ϵi,1 , γi=0 , β -mixing, mi=1
(p,K)∈Pmaxn−2p+K2plog7.3(n)
N/A
Related work
Kohler and Langer (2021) ϵi,1 , γi=0 , mi=1 , i.i.d., dense NN
(p,K)∈Pmaxn−2p+K2plogc′(n)
N/A
Table 1: Summary of rates, assumptions, and dominant regimes. The regime boundaries are stated up to polynomial factors in log(nm) . That is, poly(log(nm))=(log(nm))c with c=2p6.3(2p+K) , arising from balancing the two terms in the rate.
Figure 1: Comparison of methods across different scenarios, d=7 , n , and mmult by box-plot. For each (n,mmult) setting, we present the errors of the competitors in the range of within 5 times the smallest error.
Figure 2: Comparison of methods across different scenarios, d=10 , n , and mmult by box-plot.
Figure 3: Visualization of predicted ozone levels for the 45 monitoring locations on March 3rd. Subplots (a) show the y , the observed ozone levels, while subplots (b) to (f) represent predictions from Dense NN, GAM, KNN-FL, RKHS, and Trend Filtering, respectively.
Dense NN
GAM
KNN-FL
RKHS
Trend Filtering
0.0086 (0.009)
0.0574 (0.015)
0.0255 (0.010)
0.1374 (0.022)
0.0518 (0.020)
Table 2: Prediction performance (Relative Error) of different methods for ozone level prediction. The values in parentheses represent standard deviations.
Figure 1: The true mean f∗(xij) and the predicted f^(xij) for Scenarios 1, 2, 3 with n=500 , mmult=1 , d=2 , as estimated by Dense NN, GAM, Trend Filtering, RKHS, and KNN-FL, respectively.
Figure 2: The true mean f∗(xij) and the predicted f^(xij) for Scenarios 4, 5, 6 with n=500 , mmult=1 , d=2 , as estimated by Dense NN, GAM, Trend Filtering, RKHS, and KNN-FL, respectively.
d
scenario
n : 500, mmult : 1
Dense NN
GAM
KNN-FL
RKHS
Trend Filtering
2
1
0.0676 (0.012)
0.3087 (0.044)
0.1249 (0.008)
1.2926 (0.135)
0.3196 (0.058)
2
0.0133 (0.002)
0.0322 (0.002)
0.0491 (0.003)
0.1678 (0.039)
0.0370 (0.002)
3
0.0061 (0.002)
0.3547 (0.004)
0.0616 (0.004)
0.4069 (0.004)
0.3547 (0.004)
4
0.0008 (0.000)
0.0013 (0.000)
0.0068 (0.001)
0.2007 (0.005)
0.0014 (0.000)
5
0.0640 (0.005)
0.4844 (0.142)
0.2419 (0.016)
0.9635 (0.196)
0.6408 (0.042)
Table 1: Results of relative error for different methods, d , n and mmult : Mean (Std). We highlight the best result in bold and the second best result in bold and italic .
d
scenario
n : 500, mmult : 2
Dense NN
GAM
KNN-FL
RKHS
Trend Filtering
2
1
0.0550 (0.016)
0.3043 (0.032)
0.1291 (0.021)
1.2267 (0.060)
0.3075 (0.018)
2
0.0066 (0.000)
0.0178 (0.001)
0.0306 (0.002)
0.2019 (0.013)
0.0316 (0.002)
3
0.0049 (0.000)
0.3598 (0.002)
0.0512 (0.003)
0.4146 (0.003)
0.3576 (0.003)
4
0.0005 (0.000)
0.0010 (0.000)
0.0045 (0.000)
0.2320 (0.001)
0.0012 (0.000)
5
0.0817 (0.006)
0.4716 (0.145)
0.2413 (0.016)
0.9443 (0.027)
0.4912 (0.079)
Table 2: Results of relative error for different methods, d , n and mmult : Mean (Std).
d
scenario
n : 1000, mmult : 1
Dense NN
GAM
KNN-FL
RKHS
Trend Filtering
2
1
0.0350 (0.008)
0.2867 (0.008)
0.0981 (0.003)
1.2588 (0.108)
0.2891 (0.004)
2
0.0131 (0.001)
0.0260 (0.006)
0.0595 (0.004)
0.1517 (0.039)
0.0331 (0.002)
3
0.0069 (0.001)
0.3588 (0.001)
0.0443 (0.003)
0.4139 (0.001)
0.3599 (0.002)
4
0.0006 (0.000)
0.0011 (0.000)
0.0032 (0.001)
0.2202 (0.005)
0.0012 (0.000)
5
0.0516 (0.004)
0.4033 (0.010)
0.2538 (0.052)
0.7392 (0.039)
0.4147 (0.014)
Table 3: Results of relative error for different methods, d , n and mmult : Mean (Std)
d
scenario
n : 1000, mmult : 2
Dense NN
GAM
KNN-FL
RKHS
Trend Filtering
2
1
0.0317 (0.002)
0.2918 (0.009)
0.0591 (0.004)
1.3259 (0.033)
0.2969 (0.016)
2
0.0120 (0.001)
0.0181 (0.001)
0.0327 (0.002)
0.1602 (0.026)
0.0181 (0.001)
3
0.0058 (0.000)
0.3578 (0.002)
0.0366 (0.002)
0.4165 (0.003)
0.3584 (0.002)
4
0.0004 (0.000)
0.0010 (0.000)
0.0027 (0.000)
0.2328 (0.002)
0.0011 (0.000)
5
0.0403 (0.003)
0.4226 (0.035)
0.1005 (0.007)
1.0360 (0.044)
0.4420 (0.069)
Table 4: Results of relative error for different methods, d , n and mmult : Mean (Std)
d
scenario
n : 2000, mmult : 1
Dense NN
GAM
KNN-FL
RKHS
Trend Filtering
2
1
0.0294 (0.005)
0.2883 (0.004)
0.0521 (0.004)
1.2793 (0.047)
0.2888 (0.006)
2
0.0091 (0.001)
0.0323 (0.002)
0.0396 (0.003)
0.1610 (0.020)
0.0231 (0.002)
3
0.0052 (0.000)
0.3578 (0.002)
0.0270 (0.003)
0.4162 (0.003)
0.3571 (0.002)
4
0.0004 (0.000)
0.0010 (0.000)
0.0045 (0.000)
0.2255 (0.001)
0.0011 (0.000)
5
0.0338 (0.008)
0.4051 (0.013)
0.0957 (0.013)
0.9558 (0.043)
0.4108 (0.018)
Table 5: Results of relative error for different methods, d , n and mmult : Mean (Std)
d
scenario
n : 2000, mmult : 2
Dense NN
GAM
KNN-FL
RKHS
Trend Filtering
2
1
0.0153 (0.003)
0.2794 (0.002)
0.0328 (0.002)
1.3257 (0.007)
0.2792 (0.001)
2
0.0031 (0.000)
0.0095 (0.002)
0.0144 (0.001)
0.1489 (0.001)
0.0103 (0.002)
3
0.0031 (0.000)
0.3587 (0.002)
0.0404 (0.011)
0.4207 (0.002)
0.3588 (0.002)
4
0.0003 (0.000)
0.0010 (0.000)
0.0039 (0.000)
0.2338 (0.001)
0.0010 (0.000)
5
0.0163 (0.002)
0.3773 (0.004)
0.0606 (0.002)
0.9943 (0.017)
0.3782 (0.004)
Table 6: Results of relative error for different methods, d , n and mmult : Mean (Std)
Figure 3: Comparison of methods across different scenarios, d=2 , n , and mmult by box-plot. For each (n,mmult) setting, we present the errors of the competitors in the range of within 5 times the smallest error.
Figure 4: Comparison of methods across different scenarios, d=5 , n , and mmult by box-plot. For each (n,mmult) setting, we present the errors of the competitors in the range of within 5 times the smallest error.
Hyperparameter
Scenario
1
2
3
4
5
6
L∈{1,2,3,4,5,10} (Layers)
3
5
4
2
5
2
r∈{30,60,100,300} (Neurons)
60
30
100
60
30
30
Table 7: Hyperparameters for Dense NN Selected by 5 -fold Cross-validation
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Yizhe Ding, Runze Li, Jia Liu +1
Department of Statistics, The Pennsylvania State University
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Julia Nakhleh, Robert D. Nowak
Department of Computer Science · University of Wisconsin-Madison · Department of Electrical & Computer Engineering