We study the improper learning of multi-layer neural networks. Suppose that the neural network to be learned has hidden layers and that the -norm of the incoming weights of any neuron is bounded by . We present a kernel-based method, such that with probability at least $1 - \delta\epsilon$ worse than that of the neural network. The sample complexity and the time complexity of the presented method are polynomial in the input dimension and in , where is a function depending on and on the activation function, independent of the number of neurons. The algorithm applies to both sigmoid-like activation functions and ReLU-like activation functions. It implies that any sufficiently sparse neural network is learnable in polynomial time.

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