Smooth Min-Max Monotonic Networks

Fuente: arXiv
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Auteur principal: Igel, Christian
Format: Preprint
Publié: 2023
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author Igel, Christian
author_facet Igel, Christian
contents Monotonicity constraints are powerful regularizers in statistical modelling. They can support fairness in computer-aided decision making and increase plausibility in data-driven scientific models. The seminal min-max (MM) neural network architecture ensures monotonicity, but often gets stuck in undesired local optima during training because of partial derivatives of the MM nonlinearities being zero. We propose a simple modification of the MM network using strictly-increasing smooth minimum and maximum functions that alleviates this problem. The resulting smooth min-max (SMM) network module inherits the asymptotic approximation properties from the MM architecture. It can be used within larger deep learning systems trained end-to-end. The SMM module is conceptually simple and computationally less demanding than state-of-the-art neural networks for monotonic modelling. Our experiments show that this does not come with a loss in generalization performance compared to alternative neural and non-neural approaches.
format Preprint
id arxiv_https___arxiv_org_abs_2306_01147
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Smooth Min-Max Monotonic Networks
Igel, Christian
Machine Learning
Artificial Intelligence
Monotonicity constraints are powerful regularizers in statistical modelling. They can support fairness in computer-aided decision making and increase plausibility in data-driven scientific models. The seminal min-max (MM) neural network architecture ensures monotonicity, but often gets stuck in undesired local optima during training because of partial derivatives of the MM nonlinearities being zero. We propose a simple modification of the MM network using strictly-increasing smooth minimum and maximum functions that alleviates this problem. The resulting smooth min-max (SMM) network module inherits the asymptotic approximation properties from the MM architecture. It can be used within larger deep learning systems trained end-to-end. The SMM module is conceptually simple and computationally less demanding than state-of-the-art neural networks for monotonic modelling. Our experiments show that this does not come with a loss in generalization performance compared to alternative neural and non-neural approaches.
title Smooth Min-Max Monotonic Networks
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2306.01147