Simultaneous Approximation of the Score Function and Its Derivatives by Deep Neural Networks
Konstantin Yakovlev, Nikita Puchkin
TL;DR
This work develops a constructive Sobolev-accurate approximation theory for simultaneously approximating the score function $s^*(y)=\nabla \log \mathsf p^*(y)$ and its derivatives up to order $m$ with GELU neural networks, under a data model $X_0=g^*(U)+\sigma Z$ that exhibits a low intrinsic dimension $d$ but lives in high ambient dimension $D$ with Gaussian noise. The authors introduce a novel, multi-step constructive proof that combines local polynomial approximations, low-dimensional function representations, and differentiable operations (exponentials, divisions, products) implemented via GELU nets, together with a partition-of-unity and tail clipping to control behavior at infinity. The main theorem delivers explicit $L^2(\mathsf p^*)$-rates for the score and all derivatives up to order $m$, along with sharp Sobolev bounds for the approximant and detailed architectural guarantees: depth $L$ that scales like $\log(mD\sigma^{-2}\log(1/\varepsilon))$, and sparsity/size bounds increasing polynomially in $D$, $d$, and the smoothness parameters, thereby avoiding the curse of dimensionality. Relative to prior work requiring bounded support, this result accommodates unbounded distributions and extends guarantees to high-order derivatives, enabling more reliable score-based diffusion modeling and density ridge estimation in noisy, high-dimensional settings.
Abstract
We present a theory for simultaneous approximation of the score function and its derivatives, enabling the handling of data distributions with low-dimensional structure and unbounded support. Our approximation error bounds match those in the literature while relying on assumptions that relax the usual bounded support requirement. Crucially, our bounds are free from the curse of dimensionality. Moreover, we establish approximation guarantees for derivatives of any prescribed order, extending beyond the commonly considered first-order setting.
