Sparse-Aware Neural Networks for Nonlinear Functionals: Mitigating the Exponential Dependence on Dimension

We study the uniform approximation of smooth scalar-valued functionals on an infinite-dimensional separable Hilbert space by ReLU neural networks. A key feature in deep learning for functional data is the varying importance of different coordinates/dimensions. Representing the functional input in a basis expansion, we quantify the importance of each coordinate through both the magnitude of its corresponding basis score and the directional sensitivity of the target functional. Our analysis combines coordinate truncation, anisotropic partitioning, local Taylor approximation, and ReLU network realization, while allowing unrestricted interactions among the retained coordinates. We establish a general nonasymptotic upper bound for the uniform approximation error and a complementary pseudo-dimension-based lower bound for the worst-case approximation error. Under generalized exponential coordinate decay $w_ds_d\asymp\exp(-cd^ρ)$, with $ρ>0$, the upper and lower bounds match at the leading order, which is stretched-exponential in the logarithm of the network size budget, and thus yield the nearly optimal approximation rate. This is the first work to characterize neural network approximation error for infinite-dimensional functional inputs explicitly through the joint dimensional decay of coordinate magnitudes and directional sensitivities.

In modern applications such as ECG monitoring, neuroimaging, wearable sensing, and industrial equipment diagnostics, complex and continuously structured data are ubiquitous, presenting both challenges and opportunities for functional data analysis. However, existing methods face a critical trade-off: conventional functional models are limited by linearity, whereas deep learning approaches lack interpretable region selection for sparse effects. To bridge these gaps, we propose a sparse Bayesian functional deep neural network (sBayFDNN). It learns adaptive functional embeddings through a deep Bayesian architecture to capture complex nonlinear relationships, while a structured prior enables interpretable, region-wise selection of influential domains with quantified uncertainty. Theoretically, we establish rigorous approximation error bounds, posterior consistency, and region selection consistency. These results provide the first theoretical guarantees for a Bayesian deep functional model, ensuring its reliability and statistical rigor. Empirically, comprehensive simulations and real-world studies confirm the effectiveness and superiority of sBayFDNN. Crucially, sBayFDNN excels in recognizing intricate dependencies for accurate predictions and more precisely identifies functionally meaningful regions, capabilities fundamentally beyond existing approaches.

The ability of deep neural networks to learn hierarchical features is widely regarded as a key mechanism underlying their success in high-dimensional learning. Existing theory partially supports this view by establishing approximation rates based on parameter counts and sample complexity guarantees for compositional models without incurring the curse of dimensionality (CoD). To study overparameterized regimes, where the number of parameters exceeds the sample size, we develop a framework that measures complexity via the parameter norm. Within this approach, we establish approximation rates and excess risk bounds for learning sparse compositional functions whose compositional structure is represented by directed acyclic graphs (DAGs), using Frobenius norm-constrained deep neural networks. Our results have broad applicability since every function that is efficiently Turing computable admits sparse compositional representations. In particular, we cover a range of representative models, including multi-index models, binary tree structures, and general compositional architectures. The rates we derive show that deep networks can exploit the compositional structure of the target functions, effectively avoiding the CoD through hierarchical representations.