Output-Constrained Bayesian Neural Networks
Yang, W.*,
Lorch, L.*,
Graule, M. A.*,
Srinivasan, S.,
Suresh, A.,
Yao, J.,
Pradier, M. F.,
and Doshi-Velez, F.
In 36th International Conference on Machine Learning Workshop on Uncertainty and Robustness in Deep Learning,
2019.
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.