Advancing Constrained Monotonic Neural Networks: Achieving Universal Approximation Beyond Bounded Activations

Davide Sartor, Alberto Sinigaglia, Gian Antonio Susto

TL;DR: This paper proves that constrained MLPs are universal approximators for a broader class of activations. This includes most modern activations, even convex ones like ReLU. A novel parametrization is introduced, reducing sensibility to initialization.

Abstract:

Imposing input-output constraints in multi-layer perceptrons (MLPs) plays a pivotal role in many real world applications. Monotonicity in particular is a common requirement in applications that need transparent and robust machine learning models.
Conventional techniques for imposing monotonicity in MLPs by construction involve the use of non-negative weight constraints and bounded activation functions, which poses well known optimization challenges.
In this work, we generalize previous theoretical results, showing that MLPs with non-negative weight constraint and activations that saturate on alternating sides are universal approximators for monotonic functions.
Additionally, we show an equivalence between saturation side in the activations and sign of the weight constraint. This connection allows us to prove that MLPs with convex monotone activations and non-positive constrained weights also qualify as universal approximators, in contrast to their non-negative constrained counterparts.
This results provide theoretical grounding to the empirical effectiveness observed in previous works, while leading to possible architectural simplification.
Moreover, to further alleviate the optimization difficulties, we propose an alternative formulation that allows the network to adjust its activations according to the sign of the weights. This eliminates the requirement for weight reparameterization, easing initialization and improving training stability.
Experimental evaluation reinforce the validity of the theoretical results, showing that our novel approach compares favorably to traditional monotonic architectures.

Lay Summary: Previously, it was known that Constrained Monotonic Neural Networks can approximate any monotonic function only when specific activations were used. We show that this is also the case when using more modern activations like ReLU, which was thought to not be possible. We then propose a new architecture that does not use weight constraint but instead switches activation depending on the sign of the parameters. We empirically evaluate our approach and showcase that it achieves state of the arte performance.

Link To Code: https://github.com/AMCO-UniPD/monotonic

Primary Area: Deep Learning->Theory

Keywords: Monotonic, Neural Network

Submission Number: 12389