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Deep lattice networks and partial monotonic functions

Published: 04 December 2017 Publication History

Abstract

We propose learning deep models that are monotonic with respect to a user-specified set of inputs by alternating layers of linear embeddings, ensembles of lattices, and calibrators (piecewise linear functions), with appropriate constraints for monotonicity, and jointly training the resulting network. We implement the layers and projections with new computational graph nodes in TensorFlow and use the Adam optimizer and batched stochastic gradients. Experiments on benchmark and real-world datasets show that six-layer monotonic deep lattice networks achieve state-of-the art performance for classification and regression with monotonicity guarantees.

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cover image Guide Proceedings
NIPS'17: Proceedings of the 31st International Conference on Neural Information Processing Systems
December 2017
7104 pages

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Curran Associates Inc.

Red Hook, NY, United States

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Published: 04 December 2017

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