Keywords: input convex neural network, convex optimization, representation, recurrent neural network, hosting capacity
Abstract: The input convex neural network (ICNN) aims to learn a convex function from the input to the output by using non-decreasing convex activation functions and non-negativity constraints on the weight parameters of some layers. However, in practice, it loses some representation power because of these non-negativity parameters of the hidden units, even though the design of the ``passthrough'' layer can partially address this problem. To solve issues caused by these non-negativity constraints, we use a duplication input pair trick, i.e., the negation of the original input as part of the new input in our structure. This new method will preserve the convexity of the function from the original input to the output and tackle the representation problem in training. Additionally, we design a mirror unit to address this problem further, making the network Mirror ICNN. Moreover, we propose a recurrent input convex neural network (RICNN) structure to deal with the time-series problems. The recurrent unit of the structure can be ICNN or any other convex variant of ICNN. This structure can maintain convexity by constraining the mapping from the hidden output at time step $t$ to the input of the next time step $t+1$. The experiments can support our design, including the simple numerical curve fitting, power system hosting capacity dataset regression, and the MNIST dataset classification.
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