Gaussian Process Neural Additive Models

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Zhang, Wei, Barr, Brian, Paisley, John
Format: Preprint
Published: 2024
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866916165335384064
author Zhang, Wei
Barr, Brian
Paisley, John
author_facet Zhang, Wei
Barr, Brian
Paisley, John
contents Deep neural networks have revolutionized many fields, but their black-box nature also occasionally prevents their wider adoption in fields such as healthcare and finance, where interpretable and explainable models are required. The recent development of Neural Additive Models (NAMs) is a significant step in the direction of interpretable deep learning for tabular datasets. In this paper, we propose a new subclass of NAMs that use a single-layer neural network construction of the Gaussian process via random Fourier features, which we call Gaussian Process Neural Additive Models (GP-NAM). GP-NAMs have the advantage of a convex objective function and number of trainable parameters that grows linearly with feature dimensionality. It suffers no loss in performance compared to deeper NAM approaches because GPs are well-suited for learning complex non-parametric univariate functions. We demonstrate the performance of GP-NAM on several tabular datasets, showing that it achieves comparable or better performance in both classification and regression tasks with a large reduction in the number of parameters.
format Preprint
id arxiv_https___arxiv_org_abs_2402_12518
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Gaussian Process Neural Additive Models
Zhang, Wei
Barr, Brian
Paisley, John
Machine Learning
Artificial Intelligence
Deep neural networks have revolutionized many fields, but their black-box nature also occasionally prevents their wider adoption in fields such as healthcare and finance, where interpretable and explainable models are required. The recent development of Neural Additive Models (NAMs) is a significant step in the direction of interpretable deep learning for tabular datasets. In this paper, we propose a new subclass of NAMs that use a single-layer neural network construction of the Gaussian process via random Fourier features, which we call Gaussian Process Neural Additive Models (GP-NAM). GP-NAMs have the advantage of a convex objective function and number of trainable parameters that grows linearly with feature dimensionality. It suffers no loss in performance compared to deeper NAM approaches because GPs are well-suited for learning complex non-parametric univariate functions. We demonstrate the performance of GP-NAM on several tabular datasets, showing that it achieves comparable or better performance in both classification and regression tasks with a large reduction in the number of parameters.
title Gaussian Process Neural Additive Models
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2402.12518