Approximation capabilities of measure-preserving neural networks

preprint2022arXivOpen access

Abstract

Measure-preserving neural networks are well-developed invertible models, however, their approximation capabilities remain unexplored. This paper rigorously analyses the approximation capabilities of existing measure-preserving neural networks including NICE and RevNets. It is shown that for compact U⊂RDU \subset \R^D with D≥2D\geq 2, the measure-preserving neural networks are able to approximate arbitrary measure-preserving map ψ:U→RDψ: U\to \R^D which is bounded and injective in the LpL^p-norm. In particular, any continuously differentiable injective map with ±1\pm 1 determinant of Jacobian are measure-preserving, thus can be approximated.

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