arXiv:2608.16340stat.MLcs.LG2026-08

用李普希茨约束提升广义线性模型的非线性建模能力,兼顾灵活性与可解释性。

LiD-GLM: Lipschitz-constrained Deep Generalized Linear Models

论文配图:LiD-GLM: Lipschitz-constrained Deep Generalized Linear Models
图 1 · 摘自论文原文
  • 基于可逆残差网络构建带约束的混合模型,控制非线性程度。
  • 通过约束网络的李普希茨常数量化模型偏离传统线性模型的程度。
  • 适合需要可解释性又想捕捉复杂关系的统计建模场景。

将传统统计模型与神经网络结合成半结构化混合模型,有望兼具传统模型的可解释性与神经网络的灵活性。为保持可解释性,通常需限制神经网络组件,但现有方法或过度限制灵活性,或仅施加弱约束而丧失可解释性。本文提出利用可逆残差网络(i-ResNets)增强广义线性模型,实现非线性参数估计和分布假设的灵活修正,同时始终保证预测变量的随机单调性。i-ResNets对应对恒等映射的可控偏离,通过约束其李普希茨常数,可严格限定并量化混合模型相对于传统模型的偏离程度,从而在灵活性与可解释性间实现用户可控的权衡,且不限制可学习的非线性及交互效应。此外,我们开发了模型的内在解释技术,并通过改进的后处理正交化确保模型可识别性。

原文摘要 · Abstract (English)

The combination of traditional statistical models and neural network (NN) components into semi-structured hybrid models is an intriguing approach to construct models that, ideally, combine traditional interpretability with the unprecedented flexibility of NNs. In order to preserve interpretability, it is usually necessary to restrict the NN components to prevent them from dominating the model. However, existing methods that enforce structural constraints on their NN components severely limit their models' flexibility; in contrast, methods that only enforce weak, indirect constraints lose meaningful interpretability. The method we propose therefore leverages invertible residual neural networks (i-ResNets) to equip generalized linear models with both nonlinear parameter estimation and a flexible correction of their distributional assumptions while always retaining stochastic monotonicity of the modeled distribution in the (formerly linear) predictor. The i-ResNets correspond to a controlled deviation from identity and by constraining their Lipschitz constant one can rigorously limit and quantify how far the hybrid model deviates from its traditional counterpart. This enables a user-specifiable compromise between flexibility and interpretability without limiting the structure of nonlinear and interaction effects that can be learned. Furthermore, we develop specific inherent interpretation techniques for our model and enforce model identifiability through an adapted post-hoc orthogonalization.

广义线性模型可解释性神经网络约束李普希茨

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