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Output-Constrained Bayesian Neural Networks

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arxiv 1905.06287 v1 pith:ZNZB4R7E submitted 2019-05-15 cs.LG stat.ML

classification cs.LGstat.ML
keywords bayesianspaceconstraintsneuraloutput-constrainedprioramenableapplications
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Bayesian neural network (BNN) priors are defined in parameter space, making it hard to encode prior knowledge expressed in function space. We formulate a prior that incorporates functional constraints about what the output can or cannot be in regions of the input space. Output-Constrained BNNs (OC-BNN) represent an interpretable approach of enforcing a range of constraints, fully consistent with the Bayesian framework and amenable to black-box inference. We demonstrate how OC-BNNs improve model robustness and prevent the prediction of infeasible outputs in two real-world applications of healthcare and robotics.

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