Machine-learning techniques for monotonic neural networks

Patent metadata

Field	Value
Publication number	US-11468315-B2
Application number	US-201816169963-A
Country	US
Kind code	B2
Filing date	Oct 24, 2018
Priority date	Oct 24, 2018
Publication date	Oct 11, 2022
Grant date	Oct 11, 2022

Abstract

In some aspects, a computing system can generate and optimize a neural network for risk assessment. The neural network can be trained to enforce a monotonic relationship between each of the input predictor variables and an output risk indicator. The training of the neural network can involve solving an optimization problem under a monotonic constraint. This constrained optimization problem can be converted to an unconstrained problem by introducing a Lagrangian expression and by introducing a term approximating the monotonic constraint. Additional regularization terms can also be introduced into the optimization problem. The optimized neural network can be used both for accurately determining risk indicators for target entities using predictor variables and determining explanation codes for the predictor variables. Further, the risk indicators can be utilized to control the access by a target entity to an interactive computing environment for accessing services provided by one or more institutions.

First claim

The invention claimed is:

1. A method that includes one or more processing devices performing operations comprising:
training a neural network model via a training process, wherein the training process comprises:
accessing training vectors having elements representing predictor variables and training outputs, wherein a particular training vector comprises (i) particular values for the predictor variables, respectively, and (ii) a particular training output corresponding to the particular values, and
adjusting parameters of the neural network model to minimize a modified loss function comprising a loss function of the neural network model and a path constraint, the path constraint requiring a monotonic relationship between (i) values of each predictor variable from the training vectors and (ii) the training outputs of the training vectors;

determining, using the trained neural network model, a risk indicator for a target entity from predictor variables associated with the target entity; and
transmitting, to a remote computing device, a responsive message including the risk indicator for the target entity.

2. The method of claim 1 , wherein the neural network model comprises at least an input layer, one or more hidden layers, and an output layer, and wherein the parameters for the neural network model comprise weights of connections among the input layer, the one or more hidden layers, and the output layer.

3. The method of claim 2 , wherein the path constraint comprises, for each path comprising a respective set of nodes across the layers of the neural network model from the input layer to the output layer, a positive product of the respective weights applied to the respective set of nodes in the path.

4. The method of claim 1 , wherein the path constraint is approximated by a smooth differentiable expression in the modified loss function.

5. The method of claim 4 , wherein the smooth differentiable expression is introduced into the modified loss function through a hyperparameter, and wherein training the neural network model further comprises:
setting the hyperparameter to a random initial value prior to performing the adjustment; and
determining a particular set of parameter values for the parameters of the neural network model based on the random initial value of the hyperparameter.

6. The method of claim 5 , wherein the training process further comprises:
determining a value of the loss function of the neural network model based on the particular set of parameter values associated with the random initial value of the hyperparameter;
determining that the value of the loss function is greater than a threshold loss function value;
updating the hyperparameter by decrementing the value of the hyperparameter; and
determining an additional set of parameter values for the neural network model based on the updated hyperparameter.

7. The method of claim 5 , wherein the training process further comprises:
determining that the path constraint is violated by the particular set of parameter values for the neural network model;
updating the hyperparameter by incrementing the value of the hyperparameter; and
determining an additional set of parameter values for the neural network model based on the updated hyperparameter.

8. The method of claim 5 , wherein the hyperparameter is a Lagrangian multiplier.

9. A system comprising:
a processing device; and
a memory device in which instructions executable by the processing device are stored for causing the processing device to:
training a neural network model via a training process, wherein the training process comprises:
accessing training vectors having elements representing predictor variables and training outputs, wherein a particular training vector comprises (i) particular values for the predictor variables, respectively, and (ii) a particular training output corresponding to the particular values, and
adjusting parameters of the neural network model to minimize a modified loss function comprising a loss function of the neural network model and a path constraint, the path constraint requiring a monotonic relationship between (i) values of each predictor variable from the training vectors and (ii) the training outputs of the training vectors;

determining, using the trained neural network model, a risk indicator for a target entity from predictor variables associated with the target entity; and
transmit, to a remote computing device, a responsive message including the risk indicator for the target entity.

10. The system of claim 9 , wherein the neural network model comprises at least an input layer, one or more hidden layers, and an output layer, and wherein the parameters for the neural network model comprise weights of connections among the input layer, the one or more hidden layers, and the output layer.

11. The system of claim 10 , wherein the path constraint comprises, for each path comprising a respective set of nodes across the layers of the neural network model from the input layer to the output layer, a positive product of the respective weights applied to the respective set of nodes in the path.

12. The system of claim 9 , wherein the risk indicator is usable for controlling access to one or more interactive computing environments by the target entity.

13. The system of claim 9 , wherein the path constraint is approximated by a smooth differentiable expression in the modified loss function, and wherein the smooth differentiable expression is introduced into the modified loss function through a hyperparameter.

14. The system of claim 13 , wherein the training process further comprises, adding one or more regularization terms into the modified loss function through the hyperparameter, wherein the one or more regularization terms represent quantitative measurements of the parameters of the neural network model, wherein the adjustment comprises adjusting the parameters of the neural network model so that a value of the modified loss function with the regularization terms in a current iteration is smaller than the value of the modified loss function with the regularization terms in another iteration.

15. The system of claim 14 , wherein the one or more regularization terms comprise one or more of:
a function of an L-2 norm of a weight vector comprising weights of the neural network model, and
a function of an L-1 norm of the weight vector.

16. A non-transitory computer-readable storage medium having program code that is executable by a processor device to cause a computing device to perform operations, the operations comprising:
training a neural network model via a training process, wherein the training process comprises:
accessing training vectors having elements representing training predictor variables and training outputs, wherein a particular training vector comprises (i) particular values for the predictor variables, respectively, and (ii) a particular training output corresponding to the particular values, and
adjusting parameters of the neural network model to minimize a modified loss function comprising a loss function of the neural network model and a path constraint, the path constraint requiring a monotonic relationship between (i) values of each predictor variable from the training vectors and (ii) the training outputs of the training vectors;

determining, using the trained neural network model, a risk indicator for a target entity from predictor variables associated with the target entity; and
transmitting, to a remote computing device, a responsive message including the risk indicator for the target entity.

Assignees

• Equifax Inc

Inventors

• Turner Matthew
• Jordan Lewis
• Joshua Allan

Classifications

• G06N5/01

  Dynamic search techniques; Heuristics; Dynamic trees; Branch-and-bound · CPC title

• G06N3/048

  Activation functions · CPC title

• G06N3/047

  Probabilistic or stochastic networks · CPC title

• G06N3/08 Primary

  Learning methods · CPC title

• G06N3/082

  modifying the architecture, e.g. adding, deleting or silencing nodes or connections · CPC title