Neural networks are commonly used for classification tasks, in fact from this [post][1] it seems like that's where they shine brightest. When we want to classify using NNs, we just take the **last** layer to take values in $[0,1]$; typically, by taking the last layer to be the *sigmoid* function $x \mapsto \frac{e^x}{e^x +1}$. Is this theoretically justified? (i.e., is there an analogue to the [universal approximation theorem][2] for this case)? [1]: https://ai.stackexchange.com/q/18576/2444 [2]: https://en.wikipedia.org/wiki/Universal_approximation_theorem