The subject of deep learning has recently attracted users of machine learning from various disciplines, including: medical diagnosis and bioinformatics, financial market analysis and online advertisement, speech and handwriting recognition, computer vision and natural language processing, time series forecasting, and search engines. However, theoretical development of deep learning is still at its infancy. The objective of this paper is to introduce a deep neural network (also called deep-net) approach to localized manifold learning, with each hidden layer endowed with a specific learning task. For the purpose of illustrations, we only focus on deep-nets with three hidden layers, with the first layer for dimensionality reduction, the second layer for bias reduction, and the third layer for variance reduction. A feedback component also designed to eliminate outliers. The main theoretical result in this paper is the order O m −2s/(2s+d) of approximation of the regression function with regularity s, in terms of the number m of sample points, where the (unknown) manifold dimension d replaces the dimension D of the sampling (Euclidean) space for shallow nets.

Deep learning has been successfully used in various applications including image classification, natural language processing and game theory. The heart of deep learning is to adopt deep neural networks (deep nets for short) with certain structures to build up the estimator. Depth and structure of deep nets are two crucial factors in promoting the development of deep learning. In this paper, we propose a novel tree structure to equip deep nets to compensate the capacity drawback of deep fully connected neural networks (DFCN) and enhance the approximation ability of deep convolutional neural networks (DCNN). Based on an empirical risk minimization algorithm, we derive fast learning rates for deep nets.