Deep Stochastic Configuration Networks with Universal Approximation Property

This paper develops a randomized approach for incrementally building deep neural networks, where a superviso- ry mechanism is proposed to constrain the random assignment of the weights and biases, and all the hidden layers have direct links to the output layer. A fundamental result on the universal approximation property is established for such a class of randomized leaner models, namely deep stochastic configuration networks (DeepSCNs)¹. A learning algorithm is presented to implement DeepSCNs with either specific architecture or self- organization. The read-out weights attached with all direct links from each hidden layer to the output layer are evaluated by the least squares method. Given a set of training examples, DeepSCNs can speedily produce a learning representation, that is, a collection of random basis functions with the cascaded inputs together with the read-out weights. An empirical demonstration on a function approximation and a case study are carried out to demonstrate some properties of the proposed deep learner model.