Incorporating Interpretable Output Constraints in Bayesian Neural Networks

Part of Advances in Neural Information Processing Systems 33 pre-proceedings (NeurIPS 2020)

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Authors

Wanqian Yang, Lars Lorch, Moritz Graule, Himabindu Lakkaraju, Finale Doshi-Velez

Abstract

<p>Domains where supervised models are deployed often come with task-specific constraints, such as prior expert knowledge on the ground-truth function, or desiderata like safety and fairness. We introduce a novel probabilistic framework for reasoning with such constraints and formulate a prior that enables us to effectively incorporate them into Bayesian neural networks (BNNs), including a variant that can be amortized over tasks. The resulting Output-Constrained BNN (OC-BNN) is fully consistent with the Bayesian framework for uncertainty quantification and is amenable to black-box inference. Unlike typical BNN inference in uninterpretable parameter space, OC-BNNs widen the range of functional knowledge that can be incorporated, especially for model users without expertise in machine learning. We demonstrate the efficacy of OC-BNNs on real-world datasets, spanning multiple domains such as healthcare, criminal justice, and credit scoring.</p>