Better Neural Network Expressivity: Subdividing the Simplex

4 Geometric intuition: polytopes, support functions, and subdivisions

This chapter formalizes Section 3 of the paper: the correspondence between positively homogeneous convex CPWL functions and polytopes, the polytope classes \(\mathcal{P}_k\) capturing ReLU depth (Lemma 8), the full additivity of the identity valuation (Lemma 9), the resulting upper bound via coverings and subdivisions (Lemma 10), and the explicit subdivision of the simplex behind the \(\mathrm{MAX}_5\) network.

Definition 64 Convex hull
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The convex hull \(\mathrm{conv}(A)\) of a set \(A \subseteq \mathbb {R}^d\) is the smallest convex set containing \(A\).

Definition 65 Minkowski sum
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For \(P, Q \subseteq \mathbb {R}^d\), the Minkowski sum is \(P + Q = \{ p + q : p \in P,\ q \in Q\} \).

Definition 66 Polytope

A polytope in \(\mathbb {R}^d\) is the convex hull of a nonempty finite set of points.

Lemma 67 Polytopes are nonempty, compact, and convex

Every polytope \(P \subseteq \mathbb {R}^d\) is nonempty, compact, and convex.

Proof ▶

Convexity and nonemptiness are immediate from the definition. For compactness, \(P = \mathrm{conv}\{ v_1, \dots , v_m\} \) is the image of the standard simplex \(\{ \lambda \in \mathbb {R}^m_{\ge 0} : \sum _i \lambda _i = 1\} \), a compact set, under the continuous map \(\lambda \mapsto \sum _i \lambda _i v_i\).

Lemma 68 Convex hulls and Minkowski sums commute

For all \(A, B \subseteq \mathbb {R}^d\), \(\mathrm{conv}(A) + \mathrm{conv}(B) = \mathrm{conv}(A + B)\). In particular, the Minkowski sum of two polytopes is a polytope.

Proof ▶

\(\supseteq \): \(\mathrm{conv}(A) + \mathrm{conv}(B)\) is convex (a sum of convex sets) and contains \(A + B\), hence contains \(\mathrm{conv}(A+B)\). \(\subseteq \): let \(p = \sum _i \lambda _i a_i\) and \(q = \sum _j \mu _j b_j\) be convex combinations. Then \(p + q = \sum _{i,j} \lambda _i \mu _j (a_i + b_j)\) is a convex combination of points of \(A + B\). The polytope statement follows by taking \(A, B\) finite.

Definition 69 Join of two polytopes

For \(P, Q \subseteq \mathbb {R}^d\) define \(P * Q = \mathrm{conv}(P \cup Q)\).

Definition 70 Support function
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Let \(K \subseteq \mathbb {R}^d\) be a nonempty compact convex set. Its support function \(h_K \colon \mathbb {R}^d \to \mathbb {R}\) is

\[ h_K(x) = \max \{ \langle x, p\rangle : p \in K\} , \]

the maximum being attained by compactness and continuity.

Lemma 71 Support function of a hull of finitely many points

Let \(S = \{ v_1, \dots , v_m\} \subseteq \mathbb {R}^d\) be finite and nonempty. Then for all \(x\),

\[ h_{\mathrm{conv}(S)}(x) = \max _{1 \le i \le m} \langle x, v_i\rangle . \]
Proof ▶

\(\ge \) holds since \(S \subseteq \mathrm{conv}(S)\). For \(\le \), every \(p \in \mathrm{conv}(S)\) is a convex combination \(p = \sum _i \lambda _i v_i\), so \(\langle x, p \rangle = \sum _i \lambda _i \langle x, v_i\rangle \le \max _i \langle x, v_i\rangle \).

Lemma 72 Support functions of polytopes are convex, positively homogeneous, and CPWL

For every polytope \(P \subseteq \mathbb {R}^d\), the support function \(h_P\) is convex, positively homogeneous (\(h_P(\lambda x) = \lambda h_P(x)\) for \(\lambda \ge 0\)), and CPWL.

Proof ▶

By Lemma 71, \(h_P\) is the pointwise maximum of the finitely many linear functions \(x \mapsto \langle x, v_i\rangle \). A finite maximum of linear functions is convex, positively homogeneous, and continuous, and at every point it agrees with one of the finitely many linear functions, so it is CPWL.

Lemma 73 The support function determines the body

Let \(K, K' \subseteq \mathbb {R}^d\) be nonempty compact convex sets with \(h_K = h_{K'}\). Then \(K = K'\).

Proof ▶

Suppose \(p \in K \setminus K'\). Since \(K'\) is nonempty, compact, and convex, the separating hyperplane theorem yields \(u \in \mathbb {R}^d\) with \(\langle u, p\rangle {\gt} \max _{q \in K'} \langle u, q\rangle = h_{K'}(u)\). Then \(h_K(u) \ge \langle u, p\rangle {\gt} h_{K'}(u)\), a contradiction. By symmetry \(K = K'\).

Lemma 74 Support function of a Minkowski sum

Let \(K, K' \subseteq \mathbb {R}^d\) be nonempty compact convex sets. Then \(K + K'\) is nonempty, compact, and convex, and \(h_{K+K'} = h_K + h_{K'}\).

Proof ▶

\(K + K'\) is the image of the compact set \(K \times K'\) under addition, hence compact; convexity and nonemptiness are clear. For every \(x\),

\[ \max _{p \in K,\, q \in K'} \langle x, p + q\rangle = \max _{p \in K} \langle x, p\rangle + \max _{q \in K'} \langle x, q\rangle , \]

since the two maximizations are independent.

Lemma 75 Support function of a join

Let \(K, K' \subseteq \mathbb {R}^d\) be nonempty compact convex sets. Then \(K * K' = \mathrm{conv}(K \cup K')\) is nonempty, compact, and convex, and \(h_{K * K'} = \max (h_K, h_{K'})\) pointwise.

Proof ▶

Compactness: the convex hull of a compact subset of \(\mathbb {R}^d\) is compact. Fix \(x\). Since \(K \cup K' \subseteq K * K'\) we get \(h_{K*K'}(x) \ge \max (h_K(x), h_{K'}(x))\). Conversely, every point of \(K * K'\) has the form \((1-t)p + tq\) with \(p \in K\), \(q \in K'\), \(t \in [0,1]\), and \(\langle x, (1-t)p + tq\rangle \le (1-t)h_K(x) + t\, h_{K'}(x) \le \max (h_K(x), h_{K'}(x))\).

Lemma 76 Support function of the intersection under a convex union

Let \(K, K' \subseteq \mathbb {R}^d\) be nonempty compact convex sets such that \(K \cup K'\) is convex. Then \(K \cap K'\) is nonempty, compact, and convex, and \(h_{K \cap K'} = \min (h_K, h_{K'})\) pointwise.

Proof ▶

Nonemptiness: pick \(p \in K\), \(q \in K'\); the segment \([p, q]\) lies in the convex set \(K \cup K'\), and the closed sets \(\{ t \in [0,1] : (1-t)p + tq \in K\} \) and \(\{ t : (1-t)p + tq \in K'\} \) cover the connected interval \([0,1]\) and are nonempty, hence intersect; any common parameter gives a point of \(K \cap K'\). Compactness and convexity are clear. The inequality \(h_{K\cap K'} \le \min (h_K, h_{K'})\) holds since \(K \cap K' \subseteq K, K'\). For the converse, fix \(x\) and assume without loss of generality \(h_K(x) \le h_{K'}(x)\); we must find \(z \in K \cap K'\) with \(\langle x, z\rangle \ge h_K(x)\). Choose \(p \in K\) with \(\langle x, p\rangle = h_K(x)\) and \(q \in K'\) with \(\langle x, q\rangle = h_{K'}(x)\). If \(p \in K'\) take \(z = p\). Otherwise, as above the segment \([p,q]\) contains a point \(z \in K \cap K'\), say \(z = (1-t)p + tq\); then \(\langle x, z\rangle = (1-t)h_K(x) + t\, h_{K'}(x) \ge h_K(x)\).

Lemma 77 The valuation property of the identity

Let \(K, K' \subseteq \mathbb {R}^d\) be nonempty compact convex sets such that \(K \cup K'\) is convex. Then

\[ (K \cup K') + (K \cap K') = K + K'. \]
Proof ▶

Since \(K \cup K'\) is convex and compact, \(K \cup K' = \mathrm{conv}(K \cup K') = K * K'\). Using Lemmas 74, 75 and 76, both sides are nonempty compact convex sets with support function

\[ \max (h_K, h_{K'}) + \min (h_K, h_{K'}) = h_K + h_{K'} . \]

By Lemma 73 the two sides are equal.

Lemma 78 Positively homogeneous convex CPWL functions are finite maxima of linear functions

Let \(f \in \mathrm{CPWL}_d\) be convex and positively homogeneous. Then there exist finitely many vectors \(a_1, \dots , a_m \in \mathbb {R}^d\) with \(f(x) = \max _i \langle a_i, x\rangle \) for all \(x\).

Theorem 79 Newton polytope correspondence

For every convex, positively homogeneous \(f \in \mathrm{CPWL}_d\) there is a unique polytope \(P \subseteq \mathbb {R}^d\) with \(f = h_P\).

Proof ▶

Existence: by Lemma 78 write \(f = \max _i \langle a_i, \cdot \rangle \) and set \(P = \mathrm{conv}\{ a_1, \dots , a_m\} \); then \(f = h_P\) by Lemma 71. Uniqueness: polytopes are nonempty, compact, and convex (Lemma 67), so Lemma 73 applies.

Definition 80 Newton polytope of a CPWL function
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For a convex, positively homogeneous \(f \in \mathrm{CPWL}_d\), the Newton polytope \(N(f)\) is the unique polytope \(P\) with \(f = h_P\) provided by Theorem 79.

Definition 81 The standard simplex
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The \((n-1)\)-dimensional standard simplex is \(\Delta _{n-1} = \mathrm{conv}\{ e_1, \dots , e_n\} \subseteq \mathbb {R}^n\), where \(e_i\) is the \(i\)-th standard unit vector; equivalently, the set of componentwise nonnegative vectors with coordinate sum \(1\).

Lemma 82 The Newton polytope of \(\mathrm{MAX}_n\) is the simplex

For every \(n \ge 1\) we have \(h_{\Delta _{n-1}} = \mathrm{MAX}_n\); equivalently, \(N(\mathrm{MAX}_n) = \Delta _{n-1}\).

Proof ▶

By Lemma 71, \(h_{\Delta _{n-1}}(x) = \max _i \langle x, e_i\rangle = \max _i x_i = \mathrm{MAX}_n(x)\). The reformulation via \(N\) is Definition 80 together with Lemma 72.

Definition 83 The polytope classes \(\mathcal{P}_k\)

Fix the ambient dimension \(d\). Let \(\mathcal{P}_0\) be the set of one-point subsets of \(\mathbb {R}^d\). For \(k \ge 0\) define

\[ \mathcal{P}_{k+1} = \Bigl\{ \sum _{i=1}^{r} P_i * Q_i \ : r \ge 1,\ P_i, Q_i \in \mathcal{P}_k \Bigr\} , \]

where the sum is a Minkowski sum.

Lemma 84 Members of \(\mathcal{P}_k\) are polytopes

For every \(k \ge 0\), every member of \(\mathcal{P}_k\) is a polytope.

Proof ▶

Induction on \(k\). A point is a polytope. If \(P = \mathrm{conv}(A)\) and \(Q = \mathrm{conv}(B)\) with \(A, B\) finite, then \(P * Q = \mathrm{conv}(P \cup Q) = \mathrm{conv}(A \cup B)\) is a polytope, and Minkowski sums of polytopes are polytopes by Lemma 68.

Lemma 85 The hierarchy is increasing

For every \(k \ge 0\) we have \(\mathcal{P}_k \subseteq \mathcal{P}_{k+1}\).

Proof ▶

For \(P \in \mathcal{P}_k\) we have \(P = P * P\) (the join of a convex set with itself is itself), so \(P\) is a sum with one summand of joins of members of \(\mathcal{P}_k\), i.e. \(P \in \mathcal{P}_{k+1}\). For \(k = 0\), note that a one-point set is the join of itself with itself.

Lemma 86 \(\mathcal{P}_k\) is closed under Minkowski sums

Let \(k \ge 0\) and \(P, Q \in \mathcal{P}_k\). Then \(P + Q \in \mathcal{P}_k\).

Proof ▶

For \(k = 0\): the sum of two points is a point. For \(k \ge 1\): both \(P\) and \(Q\) are finite Minkowski sums of joins of members of \(\mathcal{P}_{k-1}\), and the concatenation of the two sums is again such a finite sum.

Lemma 87 \(\mathcal{P}_k\) is closed under affine images

Let \(A \colon \mathbb {R}^d \to \mathbb {R}^d\) be an affine map and let \(P \in \mathcal{P}_k\). Then \(A(P) \in \mathcal{P}_k\).

Proof ▶

Write \(A(x) = L(x) + t\) with \(L\) linear. Induct on \(k\). For \(k = 0\), the image of a point is a point. For the step, affine maps commute with convex hulls and unions, so \(A(P' * Q') = A(P') * A(Q')\) for all polytopes \(P', Q'\). For sums, \(A(P_1 + \dots + P_r) = A(P_1) + L(P_2) + \dots + L(P_r)\), since the translation \(t\) is applied once. Each \(A(P_i * Q_i)\) and each \(L(P_i * Q_i)\) lies in \(\mathcal{P}_{k}\) by the induction hypothesis (both \(A\) and \(L\) are affine) applied inside the join, and \(\mathcal{P}_k\) is closed under Minkowski sums (Lemma 86).

Definition 88 Faces of a polytope

Let \(P \subseteq \mathbb {R}^d\) be a polytope and \(u \in \mathbb {R}^d\). The face of \(P\) in direction \(u\) is

\[ F_u(P) = \{ p \in P : \langle u, p\rangle = h_P(u)\} , \]

the set of maximizers of \(\langle u, \cdot \rangle \) over \(P\); it is nonempty by compactness. A face of \(P\) is any set of this form (taking \(u = 0\) gives \(P\) itself).

Lemma 89 Faces of a polytope are polytopes

Let \(P = \mathrm{conv}\{ v_1, \dots , v_m\} \) and \(u \in \mathbb {R}^d\). Then \(F_u(P) = \mathrm{conv}\{ v_i : \langle u, v_i\rangle = h_P(u)\} \); in particular every face of a polytope is a polytope.

Proof ▶

By Lemma 71, \(h_P(u) = \max _i \langle u, v_i\rangle \), so the set \(I\) of indices attaining the maximum is nonempty. A convex combination \(p = \sum _i \lambda _i v_i\) satisfies \(\langle u, p\rangle = h_P(u)\) if and only if all weight is on indices in \(I\); both inclusions follow.

Lemma 90 Nonempty intersections of faces are faces

Let \(P\) be a polytope and let \(F_u(P)\), \(F_v(P)\) be faces with \(F_u(P) \cap F_v(P) \neq \emptyset \). Then \(F_u(P) \cap F_v(P) = F_{u+v}(P)\) is a face of \(P\).

Proof ▶

Let \(x \in F_u(P) \cap F_v(P)\). For every \(p \in P\), \(\langle u+v, p\rangle \le h_P(u) + h_P(v) = \langle u+v, x\rangle \), so \(h_P(u+v) = h_P(u) + h_P(v)\) and \(x \in F_{u+v}(P)\). Conversely, if \(y \in F_{u+v}(P)\) then \(\langle u, y\rangle + \langle v, y\rangle = h_P(u) + h_P(v)\), and since neither summand can exceed its own maximum, both are attained, i.e. \(y \in F_u(P) \cap F_v(P)\).

Lemma 91 Faces of faces are faces

Let \(P\) be a polytope, \(F\) a face of \(P\), and \(G\) a face of \(F\). Then \(G\) is a face of \(P\).

Proof ▶

Write \(F = F_u(P)\) and \(G = F_v(F)\), and let \(v_1, \dots , v_m\) be a finite spanning set for \(P\) as in Lemma 89. For \(\varepsilon {\gt} 0\) consider \(w = u + \varepsilon v\). For vertices \(v_i \in F\) we have \(\langle w, v_i\rangle = h_P(u) + \varepsilon \langle v, v_i \rangle \), while for \(v_i \notin F\) the value \(\langle u, v_i\rangle \) is smaller than \(h_P(u)\) by at least some fixed \(\delta {\gt} 0\) (finitely many values). Choosing \(\varepsilon \) small enough that \(\varepsilon \, |\langle v, v_i\rangle | {\lt} \delta /2\) for all \(i\), the maximizers of \(w\) over \(\{ v_1, \dots , v_m\} \) are exactly the maximizers of \(v\) among the vertices lying in \(F\). By Lemma 89 applied twice, \(F_w(P) = F_v(F) = G\).

Let \(P, Q\) be polytopes and \(u \in \mathbb {R}^d\). Then \(F_u(P + Q) = F_u(P) + F_u(Q)\). In particular every face of \(P + Q\) is a Minkowski sum of a face of \(P\) and a face of \(Q\).

Proof ▶

By Lemma 74, \(h_{P+Q}(u) = h_P(u) + h_Q(u)\). A point \(p + q\) with \(p \in P\), \(q \in Q\) attains this value if and only if \(\langle u, p\rangle = h_P(u)\) and \(\langle u, q\rangle = h_Q(u)\), since neither term can exceed its own maximum.

Let \(P, Q\) be polytopes and \(u \in \mathbb {R}^d\). Then

\[ F_u(P * Q) = \begin{cases} F_u(P) & \text{if } h_P(u) {\gt} h_Q(u),\\ F_u(Q) & \text{if } h_P(u) {\lt} h_Q(u),\\ F_u(P) * F_u(Q) & \text{if } h_P(u) = h_Q(u). \end{cases} \]

In particular every face of \(P * Q\) is a face of \(P\), a face of \(Q\), or a join of a face of \(P\) with a face of \(Q\).

Proof ▶

By Lemma 75, \(h_{P*Q}(u) = \max (h_P(u), h_Q(u))\). Every point of \(P * Q\) is \((1-t)p + tq\) with \(p \in P\), \(q \in Q\), \(t \in [0,1]\), and \(\langle u, (1-t)p + tq\rangle \le (1-t)h_P(u) + t\, h_Q(u)\). If \(h_P(u) {\gt} h_Q(u)\), equality with \(h_{P*Q}(u) = h_P(u)\) forces \(t = 0\) and \(p \in F_u(P)\) (if \(t{\gt}0\) the convex combination is strictly below \(h_P(u)\)); the case \(h_P(u) {\lt} h_Q(u)\) is symmetric. If the two values agree, equality holds precisely when every point of \(P\) or \(Q\) carrying positive weight is a maximizer, i.e. exactly on \(\mathrm{conv}(F_u(P) \cup F_u(Q)) = F_u(P) * F_u(Q)\).

Lemma 94 \(\mathcal{P}_k\) is closed under taking faces

Let \(k \ge 0\), \(P \in \mathcal{P}_k\), and let \(F\) be a face of \(P\). Then \(F \in \mathcal{P}_k\).

Proof ▶

Induction on \(k\). For \(k = 0\) the only face of a point is the point. For the step, let \(P = \sum _i P_i * Q_i \in \mathcal{P}_{k+1}\) with \(P_i, Q_i \in \mathcal{P}_k\) and let \(F = F_u(P)\). By Lemma 92, \(F = \sum _i F_u(P_i * Q_i)\), and by Lemma 93 each \(F_u(P_i * Q_i)\) is \(F_u(P_i)\), \(F_u(Q_i)\), or \(F_u(P_i) * F_u(Q_i)\). By induction each \(F_u(P_i)\) and \(F_u(Q_i)\) lies in \(\mathcal{P}_k\); writing single polytopes \(R\) as the join \(R * R\), every summand is a join of members of \(\mathcal{P}_k\), so \(F \in \mathcal{P}_{k+1}\).

Definition 95 Formal Minkowski difference

A polytope \(X\) is a formal Minkowski difference of polytopes \(P\) and \(Q\) if \(X + P = Q\).

Theorem 96 Lemma 8 / Hertrich: depth equals formal-difference complexity

For every polytope \(X \subseteq \mathbb {R}^n\), the minimum number \(k\) of hidden layers of a ReLU network representing the support function \(h_X\) (i.e., the least \(k\) with \(h_X \in \mathrm{ReLU}_{n,k}\)) equals the minimum \(k\) for which there exist \(P, Q \in \mathcal{P}_k\) with \(X + P = Q\).

Lemma 97 Lemma 9: full additivity of the identity

Let \(X\) and \(Q_1, \dots , Q_m\) be polytopes in \(\mathbb {R}^n\) with \(X = \bigcup _{i \in [m]} Q_i\). For \(\emptyset \neq S \subseteq [m]\) write \(Q_S = \bigcap _{i \in S} Q_i\). Let \(\mathcal{T}^0\) be the collection of nonempty sets \(S \subseteq [m]\) of even size with \(Q_S \neq \emptyset \), and \(\mathcal{T}^1\) the collection of sets \(S \subseteq [m]\) of odd size with \(Q_S \neq \emptyset \). Then

\[ X + \sum _{S \in \mathcal{T}^0} Q_S = \sum _{S \in \mathcal{T}^1} Q_S . \]
Theorem 98 Lemma 10: depth upper bounds from coverings

Let \(n \ge 1\) and \(k \ge 0\). Suppose there are polytopes \(Q_1, \dots , Q_m\) with \(\Delta _{n-1} = \bigcup _{i \in [m]} Q_i\) and \(Q_S := \bigcap _{i \in S} Q_i \in \mathcal{P}_k\) for every nonempty \(S \subseteq [m]\) with \(Q_S \neq \emptyset \). Then \(\mathrm{MAX}_n \in \mathrm{ReLU}_{n,k}\).

Proof ▶

By Lemma 97, \(\Delta _{n-1} + P = Q\) where \(P = \sum _{S \in \mathcal{T}^0} Q_S\) and \(Q = \sum _{S \in \mathcal{T}^1} Q_S\). All the summands lie in \(\mathcal{P}_k\) by hypothesis (they are polytopes by Lemma 84), so \(P, Q \in \mathcal{P}_k\) by Lemma 86 (both index families are nonempty: the singletons lie in \(\mathcal{T}^1\); if \(\mathcal{T}^0\) is empty, replace \(P\) by a point, which lies in \(\mathcal{P}_0 \subseteq \mathcal{P}_k\), translating \(Q\) accordingly). Hence \(\Delta _{n-1}\) is a formal Minkowski difference of members of \(\mathcal{P}_k\), and by Theorem 96 the function \(h_{\Delta _{n-1}} = \mathrm{MAX}_n\) (Lemma 82) lies in \(\mathrm{ReLU}_{n,k}\).

Definition 99 Polyhedral subdivision

A polyhedral subdivision of a polytope \(X\) is a finite collection \(Q_1, \dots , Q_m\) of polytopes with \(X = \bigcup _i Q_i\) such that for all \(i \neq j\) the intersection \(Q_i \cap Q_j\) is either empty or a face of both \(Q_i\) and \(Q_j\).

Let \(n \ge 1\) and \(k \ge 0\). If \(\Delta _{n-1}\) admits a polyhedral subdivision \(Q_1, \dots , Q_m\) with \(Q_i \in \mathcal{P}_k\) for all \(i\), then \(\mathrm{MAX}_n \in \mathrm{ReLU}_{n,k}\).

Proof ▶

We verify the hypothesis of Theorem 98. Let \(S \subseteq [m]\) be nonempty with \(Q_S \neq \emptyset \); we show by induction on \(|S|\) that \(Q_S\) is a face of \(Q_i\) for each \(i \in S\); the case \(|S| = 1\) is trivial (\(Q_i\) is a face of itself), and \(|S| = 2\) is the subdivision property. For the step, write \(Q_{S \cup \{ j\} } = Q_S \cap (Q_i \cap Q_j)\) for some fixed \(i \in S\): both \(Q_S\) and \(Q_i \cap Q_j\) are faces of \(Q_i\), so their nonempty intersection is a face of \(Q_i\) (Lemma 90), and it is contained in the face \(Q_i \cap Q_j\) of \(Q_j\); a face of \(Q_i\) contained in a common face of \(Q_i\) and \(Q_j\) is a face of that common face by Lemma 90, hence a face of \(Q_j\) by Lemma 91. Finally, faces of \(Q_i \in \mathcal{P}_k\) lie in \(\mathcal{P}_k\) by Lemma 94, so all nonempty \(Q_S\) lie in \(\mathcal{P}_k\) and Theorem 98 applies.

Definition 101 The four rhombic pyramids

In \(\mathbb {R}^3\) let

\[ x_1 = (-1,-1,-1),\quad x_2 = (1,1,-1),\quad x_3 = (-1,1,1),\quad x_4 = (1,-1,1), \]

and let \(x_{ij} = \tfrac 12(x_i + x_j)\) denote midpoints. Define the tetrahedron \(T = \mathrm{conv}\{ x_1, x_2, x_3, x_4\} \) and the four pyramids

\begin{align*} Q^{(1)} & = \mathrm{conv}\{ x_{12};\ x_1, x_{14}, x_{34}, x_{13}\} ,& Q^{(2)} & = \mathrm{conv}\{ x_{12};\ x_2, x_{23}, x_{34}, x_{24}\} ,\\ Q^{(3)} & = \mathrm{conv}\{ x_{34};\ x_3, x_{13}, x_{12}, x_{23}\} ,& Q^{(4)} & = \mathrm{conv}\{ x_{34};\ x_4, x_{14}, x_{12}, x_{24}\} , \end{align*}

each listed as apex; base.

Proposition 102 Subdividing the three-simplex into rhombic pyramids

The four pyramids \(Q^{(1)}, \dots , Q^{(4)}\) form a polyhedral subdivision of the tetrahedron \(T\). Moreover

\[ Q^{(1)} = T \cap \{ y_1 \le 0,\ y_2 \le 0\} ,\quad Q^{(2)} = T \cap \{ y_1 \ge 0,\ y_2 \ge 0\} , \]
\[ Q^{(3)} = T \cap \{ y_1 \le 0,\ y_2 \ge 0\} ,\quad Q^{(4)} = T \cap \{ y_1 \ge 0,\ y_2 \le 0\} . \]
Proof ▶

First, \(T = \{ y \in \mathbb {R}^3 : \langle x_i, y\rangle \ge -1 \text{ for } i = 1, \dots , 4\} \): each inequality is verified on the four vertices (\(\langle x_i, x_j\rangle \) equals \(3\) if \(i = j\) and \(-1\) otherwise), giving \(T \subseteq \{ \dots \} \) by convexity, and conversely the four half-space constraints define a bounded set whose extreme points are among solutions of three tight constraints, which are exactly the \(x_i\). Intersecting the \(H\)-description of \(T\) with the sign constraints \(\pm y_1 \le 0\), \(\pm y_2 \le 0\) and enumerating the vertices of each resulting polytope (points where three of the defining inequalities are tight) yields precisely the five listed vertices of each \(Q^{(i)}\); for instance for \(\{ y_1 \le 0, y_2 \le 0\} \) these are \(x_1\), \(x_{12} = (0,0,-1)\), \(x_{13} = (-1,0,0)\), \(x_{14} = (0,-1,0)\) and \(x_{34} = (0,0,1)\). The four sign regions cover \(\mathbb {R}^3\), so the pieces cover \(T\). Pairwise intersections: adjacent pieces meet in \(T \cap \{ y_1 = 0, \pm y_2 \le 0\} \) or \(T \cap \{ y_2 = 0, \pm y_1 \le 0\} \) (triangles, e.g. \(\mathrm{conv}\{ x_{12}, x_{34}, x_{14}\} \)), and opposite pieces meet in \(T \cap \{ y_1 = y_2 = 0\} = \mathrm{conv}\{ x_{12}, x_{34}\} \); each of these is the face of the adjacent pieces in the direction of the corresponding signed coordinate functional(s), by Lemma 89.

Lemma 103 Each pyramid is a join of a point and a rhombus, and lies in \(\mathcal{P}_2\)

For each \(i\), \(Q^{(i)} = p_i * Z_i\), where \(p_i\) is the apex and \(Z_i\) is the base parallelogram, a Minkowski sum of two segments. Consequently \(Z_i \in \mathcal{P}_1\) and \(Q^{(i)} \in \mathcal{P}_2\).

Proof ▶

Consider \(Q^{(1)}\); the others are analogous (in fact congruent). The base \(Z_1 = \mathrm{conv}\{ x_1, x_{14}, x_{34}, x_{13}\} \) satisfies \(x_1 + x_{34} = x_{14} + x_{13} = (-1,-1,0)\), so it is a parallelogram: \(Z_1 = x_1 + [0, w] + [0, w']\) with \(w = x_{14} - x_1 = (1,0,1)\) and \(w' = x_{13} - x_1 = (0,1,1)\), a Minkowski sum of two segments (and both edge lengths are equal, so it is a rhombus). A segment is the join of its two endpoints, so each segment lies in \(\mathcal{P}_1\), and \(Z_1 \in \mathcal{P}_1\) by Lemma 86. The apex satisfies \(\{ p_1\} \in \mathcal{P}_0 \subseteq \mathcal{P}_1\) (Lemma 85). Since a pyramid is the convex hull of its apex and its base, \(Q^{(1)} = \mathrm{conv}(\{ p_1\} \cup Z_1) = p_1 * Z_1 \in \mathcal{P}_2\).

Lemma 104 Associativity of the join

For all \(P, Q, R \subseteq \mathbb {R}^d\),

\[ P * (Q * R) = \mathrm{conv}(P \cup Q \cup R) = (P * Q) * R . \]
Proof ▶

Taking convex hulls is idempotent and monotone, and \(\mathrm{conv}(A \cup \mathrm{conv}(B)) = \mathrm{conv}(A \cup B)\) for all sets \(A, B\): the left side contains the right since \(A \cup B \subseteq A \cup \mathrm{conv}(B)\), and conversely every convex set containing \(A \cup B\) contains \(\mathrm{conv}(B)\), hence contains \(A \cup \mathrm{conv}(B)\). Apply this twice.

Let \(F \subseteq \mathbb {R}^d\) be a polytope contained in an affine hyperplane \(H\), let \(v \in \mathbb {R}^d \setminus H\), and let \(Q_1, \dots , Q_m\) be a polyhedral subdivision of \(F\). Then \(v * Q_1, \dots , v * Q_m\) is a polyhedral subdivision of \(v * F\).

Proof ▶

Every point \(z\) of \(v * F = \mathrm{conv}(\{ v\} \cup F)\) has a representation \(z = (1-t)v + t f\) with \(f \in F\) and \(t \in [0,1]\), and for \(z \neq v\) this representation is unique because \(v \notin H\): the coefficient \(t\) is determined by the affine functional that is \(0\) at \(v\) and \(1\) on \(H\), and then \(f\) is determined. Covering: \(f\) lies in some \(Q_i\), so \(z \in v * Q_i\). Intersections: by uniqueness, for \(i \neq j\), \((v * Q_i) \cap (v * Q_j) = v * (Q_i \cap Q_j)\). It remains to show that if \(G = Q_i \cap Q_j\) is a common face, then \(v * G\) is a face of \(v * Q_i\) (and likewise of \(v * Q_j\)). Write \(G = F_u(Q_i)\); we may modify \(u\) by adding multiples of the linear functional defining \(H\) (constant on \(H\), hence not changing maximizers over \(Q_i \subseteq H\)) so that additionally \(\langle u, v \rangle = h_{Q_i}(u)\). For this modified \(u\), the maximizers of \(u\) over the finite spanning set consisting of \(v\) and the vertices of \(Q_i\) are \(v\) together with the maximizers in \(Q_i\), so by Lemma 89, \(F_u(v * Q_i) = v * F_u(Q_i) = v * G\). The empty intersection case is trivial.

Proposition 106 Subdividing the four-simplex into \(\mathcal{P}_2\)-pieces

Embed \(\mathbb {R}^3 = \mathbb {R}^3 \times \{ 0\} \subseteq \mathbb {R}^4\) and let \(x_5 = (0,0,0,1)\). With \(T\) and \(Q^{(i)}\) as in Definition 101, the four polytopes

\[ x_5 * Q^{(i)} = (x_5 * p_i) * Z_i, \qquad i = 1, \dots , 4, \]

form a polyhedral subdivision of the \(4\)-simplex \(x_5 * T\), and each lies in \(\mathcal{P}_2\).

Proof ▶

\(T\) lies in the hyperplane \(\mathbb {R}^3 \times \{ 0\} \) and \(x_5\) does not, so Lemma 105 applied to the subdivision of Proposition 102 shows that the \(x_5 * Q^{(i)}\) subdivide \(x_5 * T\) (which is a \(4\)-simplex: the join of a point with a \(3\)-simplex not containing it). By Lemma 104 and Lemma 103, \(x_5 * Q^{(i)} = x_5 * (p_i * Z_i) = (x_5 * p_i) * Z_i\). Here \(x_5 * p_i\) is a segment, hence lies in \(\mathcal{P}_1\), and \(Z_i \in \mathcal{P}_1\), so \((x_5 * p_i) * Z_i \in \mathcal{P}_2\).

Corollary 107 Geometric proof that \(\mathrm{MAX}_5\) needs only two hidden layers

\(\mathrm{MAX}_5 \in \mathrm{ReLU}_{5,2}\). (Alternative, geometric proof of Proposition 42.)

Proof ▶

The \(4\)-simplex \(x_5 * T \subseteq \mathbb {R}^4\) of Proposition 106 is affinely isomorphic to \(\Delta _4 \subseteq \mathbb {R}^5\): an affine isomorphism between their affine hulls carrying vertices to vertices exists, and it extends to an affine map between the ambient spaces composed with an affine retraction onto the affine hull of \(\Delta _4\). Affine isomorphisms carry polyhedral subdivisions to polyhedral subdivisions (they preserve convex hulls, intersections, and faces, by Lemma 89) and preserve membership in \(\mathcal{P}_2\) by Lemma 87. Hence \(\Delta _4\) admits a polyhedral subdivision into four members of \(\mathcal{P}_2\), and Corollary 100 gives \(\mathrm{MAX}_5 \in \mathrm{ReLU}_{5,2}\).

Corollary 108 A non-trivial two-layer network for \(\mathrm{MAX}_4\)

\(\mathrm{MAX}_4 \in \mathrm{ReLU}_{4,2}\), realized geometrically by the rhombic-pyramid subdivision (a network different from the binary tree construction).

Proof ▶

The tetrahedron \(T\) is affinely isomorphic to \(\Delta _3 \subseteq \mathbb {R}^4\); as in Corollary 107, transporting the subdivision of Proposition 102 (whose pieces lie in \(\mathcal{P}_2\) by Lemma 103 and Lemma 87) to \(\Delta _3\) and applying Corollary 100 yields \(\mathrm{MAX}_4 \in \mathrm{ReLU}_{4,2}\).

The Newton polytopes \(N(P_1), N(P_2), N(P_3), N(P_4) \subseteq \mathbb {R}^5\) of the four terms \(P_1, \dots , P_4\) form a polyhedral subdivision of the dilated simplex \(2\Delta _4\), corresponding to the subdivision of Proposition 106 under a suitable affine isomorphism; the Newton polytopes of \(Q\), \(R_{13}\), \(R_{14}\), \(R_{23}\), \(R_{24}\) are lower-dimensional faces of these four pieces.