This talk offers a leisurely-paced and informal introduction to some classical results at the intersection of mathematics and machine learning theory. We will explore the subject through three central lenses: approximation, optimization, and generalization. Particular attention will be given to universal approximation theorems, which illustrate the expressive power of neural networks. The focus is on foundational ideas and mathematical intuition, I will also highlight some limitations of these classical tools. The goal is not to be exhaustive, but to offer a broad perspective and present a few selected proofs related to expressivity along the way.
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