A new supervised learning theory is proposed for a hierarchical neural network with a single hidden layer of threshold units, which can approximate any continuous transformation, and applied to a cerebellar function to suppress the end-point variability of saccades. In motor systems, feedback control can reduce noise effects if the noise is added in a pathway from a motor center to a peripheral effector; however, it cannot reduce noise effects if the noise is generated in the motor center itself: a new control scheme is necessary for such noise. The cerebellar cortex is well known as a supervised learning system, and a novel theory of cerebellar cortical function developed in this study can explain the capability of the cerebellum to feedforwardly reduce noise effects, such as end-point variability of saccades. This theory assumes that a Golgi-granule cell system can encode the strength of a mossy fiber input as the state of neuronal activity of parallel fibers. By combining these parallel fiber signals with appropriate connection weights to produce a Purkinje cell output, an arbitrary continuous input-output relationship can be obtained. By incorporating such flexible computation and learning ability in a process of saccadic gain adaptation, a new control scheme in which the cerebellar cortex feedforwardly suppresses the end-point variability when it detects a variation in saccadic commands can be devised. Computer simulation confirmed the efficiency of such learning and showed a reduction in the variability of saccadic end points, similar to results obtained from experimental data.