Efficient uniform approximation using Random Vector Functional Link networks

Abstract

A Random Vector Functional Link (RVFL) network is a depth-2 neural network with random inner weights and biases. As only the outer weights of such an architecture need to be learned, the learning process boils down to a linear optimization task, allowing one to sidestep the pitfalls of nonconvex optimization problems. In this paper, we prove that an RVFL with ReLU activation functions can approximate Lipschitz continuous functions provided its hidden layer is exponentially wide in the input dimension. Although it has been established before that such approximation can be achieved in L2 sense, we prove it for L∞ approximation error and Gaussian inner weights. To the best of our knowledge, our result is the first of this kind. We give a non-asymptotic lower bound for the number of hidden layer nodes, depending on, among other things, the Lipschitz constant of the target function, the desired accuracy, and the input dimension. Our method of proof is rooted in probability theory and harmonic analysis.