Nonparametric Regression on Low-Dimensional Manifolds using Deep ReLU Networks
Real world data often exhibit low-dimensional geometric structures, and can be viewed as samples near a low-dimensional manifold. This paper studies nonparametric regression of H\"older functions on low-dimensional manifolds using deep ReLU networks. Suppose $n$ training data are sampled from a H\"older function in $\mathcal{H}^{s,\alpha}$ supported on a $d$-dimensional Riemannian manifold isometrically embedded in $\mathbb{R}^D$, with sub-gaussian noise. A deep ReLU network architecture is designed to estimate the underlying function from the training data. The mean squared error of the empirical estimator is proved to converge in the order of $n^{-\frac{2(s+\alpha)}{2(s+\alpha) + d}}\log^3 n$. This result shows that deep ReLU networks give rise to a fast convergence rate depending on the data intrinsic dimension $d$, which is usually much smaller than the ambient dimension $D$. It therefore demonstrates the adaptivity of deep ReLU networks to low-dimensional geometric structures of data, and partially explains the power of deep ReLU networks in tackling high-dimensional data with low-dimensional geometric structures.