Expressive Monotonic Neural Networks
Ouail Kitouni Niklas Nolte Michael Williams
The monotonic dependence of the outputs of a neural network on some of its
inputs is a crucial inductive bias in many scenarios where domain knowledge
dictates such behavior. This is especially important for interpretability and
fairness considerations. In a broader context, scenarios in which monotonicity
is important can be found in finance, medicine, physics, and other disciplines.
It is thus desirable to build neural network architectures that implement this
inductive bias provably. In this work, we propose a weight-constrained
architecture with a single residual connection to achieve exact monotonic
dependence in any subset of the inputs. The weight constraint scheme directly
controls the Lipschitz constant of the neural network and thus provides the
additional benefit of robustness. Compared to currently existing techniques
used for monotonicity, our method is simpler in implementation and in theory
foundations, has negligible computational overhead, is guaranteed to produce
monotonic dependence, and is highly expressive. We show how the algorithm is
used to train powerful, robust, and interpretable discriminators that achieve
competitive performance compared to current state-of-the-art methods across
various benchmarks, from social applications to the classification of the
decays of subatomic particles produced at the CERN Large Hadron Collider.