Smooth Min-Max Monotonic Networks

Christian Igel

Primary Area: general machine learning (i.e., none of the above)

Code Of Ethics: I acknowledge that I and all co-authors of this work have read and commit to adhering to the ICLR Code of Ethics.

Keywords: monotonicity, neural networks, deep learning, fairness, scientific modelling

Submission Guidelines: I certify that this submission complies with the submission instructions as described on https://iclr.cc/Conferences/2024/AuthorGuide.

TL;DR: A simple smooth neural network for monotonic modelling with asymptotic approximation properties and that can efficiently be trained as part of a deep learning system without a loss in performance compared to more complex architectures

Abstract: 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 being zero when computing extrema. 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.

Anonymous Url: I certify that there is no URL (e.g., github page) that could be used to find authors' identity.

No Acknowledgement Section: I certify that there is no acknowledgement section in this submission for double blind review.

Submission Number: 3515