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A univariate ReLU network with H hidden layers has a product bound on affine intervals

Statement

Let a scalar-input ReLU network have H≥0 hidden layers of widths n1,…,nH and an affine output. On any interval, its output is affine on at most ∏ℓ=1H(nℓ+1) subintervals. In particular, if it has U=∑ℓnℓ hidden units, the number of affine intervals is at most (1+U/H)H for H≥1, and is 1 when H=0.

Facts & Assumptions

Given: A scalar-input ReLU network as in ReLU feedforward networks and complexity conventions, hidden widths n1,…,nH, and an interval I⊆R.

[F1]

Every hidden unit applies ReLU to an affine combination of earlier values, and the final output is affine (ReLU feedforward networks and complexity conventions).

Proof

1.1givenF1induction

Before any hidden layer, the input is affine on I. Suppose all values through layer ℓ−1 are affine on each of M subintervals. On any one such interval, every preactivation in layer ℓ is affine, and each has at most one zero unless it is identically zero. The at most nℓ zeros divide that interval into at most nℓ+1 subintervals on each of which all ReLU outputs are affine.

2.1step 1.1algebra∎

Induction over the hidden layers gives at most ∏ℓ=1H(nℓ+1) intervals; the affine output adds no breakpoints. For H≥1, AM–GM gives ∏(nℓ+1)≤(1+H−1∑nℓ)H=(1+U/H)H. With no hidden layer the output is affine on the entire interval.

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