Concept

Universal Approximation Theorem

The universal approximation theorem (Horniket al., 1989; Cybenko, 1989) states that a feedforward network with a linear output layer and at least one hidden layer with any “squashing” activation function (such as the logistic sigmoid activation function) can approximate any Borel measurable function from one finite-dimensional space to another with any desired nonzero amount of error, provided that the network is given enough hidden units. The derivatives of the feedforward network can also approximate the derivatives of the function arbitrarily well.

It means that regardless of what function we are trying to learn, we know that a large feedforward network will be able to represent this function.

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Updated 2020-11-02

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Data Science