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On the approximation of rough functions with deep neural networks
Tim De Ryck, Siddhartha Mishra, Deep Ray
Abstract: Deep neural networks and the ENO procedure are both efficient frameworks for approximating rough functions. We prove that at any order, the ENO interpolation procedure can be cast as a deep ReLU neural network. This surprising fact enables the transfer of several desirable properties of the ENO procedure to deep neural networks, including its high-order accuracy at approximating Lipschitz functions. Numerical tests for the resulting neural networks show excellent performance for approximating solutions of nonlinear conservation laws and at data compression.