We consider the problem of finding weights and biases for a two-layer fully connected neural network to fit a given set of data points as well as possible, also known as EmpiricalRiskMinimization. Our main result is that the associated decision problem is ∃ℝ-complete, that is, polynomial-time equivalent to determining whether a multivariate polynomial with integer coefficients has any real roots. Furthermore, we prove that algebraic numbers of arbitrarily large degree are required as weights to be able to train some instances to optimality, even if all data points are rational. Our result already applies to fully connected instances with two inputs, two outputs, and one hidden layer of ReLU neurons. Thereby, we strengthen a result by Abrahamsen, Kleist, and Miltzow (NeurIPS'21). A consequence of this is that a combinatorial search algorithm like the one by Arora, Basu, Mianjy, and Mukherjee (ICLR'18) is impossible for networks with more than one output dimension, unless NP = ∃ℝ.

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An extended abstract of this paper appeared in the proceedings of Advances in Neural Information Processing Systems 36 (NeurIPS 2023) .