Mean field analysis of neural networks: a central limit theorem

We rigorously prove a central limit theorem for neural network models with a single hidden layer. The central limit theorem is proven in the asymptotic regime of simultaneously (A) large numbers of hidden units and (B) large numbers of stochastic gradient descent training iterations. Our result desc...

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Bibliographic Details
Main Authors: Sirignano, J, Spiliopoulos, K
Format: Journal article
Language:English
Published: Elsevier 2019