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Exact Upper and Lower Bounds for the Output Distribution of Neural Networks with Random Inputs
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Derives guaranteed upper and lower bounds on the output cdf of neural networks with random inputs by approximating general activations with ReLU networks and integrating piecewise polynomial input densities over polytopes.
Problem
Quantifying how random (noisy, stochastic) inputs propagate to the output distribution of a neural network, with guaranteed (exact) error bounds on the output cdf over its full support, for networks with general monotonic piecewise-smooth activations (tanh, softmax) and CNNs, where prior approaches
Approach
Bound a general NN from above and below by ReLU NNs (via piecewise linear linear-interpolation/tangent approximations of monotone activations), then compute the cdf of the ReLU NN output exactly as integrals of piecewise polynomial input pdfs over polytope intersections, yielding guaranteed cdf bounds that converge to the true cdf.
Key results
- Guaranteed upper/lower cdf bounds contain the Monte Carlo and PLT estimates' violations; e.g., for banana in 1D the mean bound width is 0.0001 with MC producing up to 896 out-of-bounds points out of 1000 grid points.
- Iris (3-dim, 50% deletion) mean bound distance 0.2019 with runtime about 100 s versus PLT 270 s.
- The method handles tanh and softmax networks, which PLT (piecewise linear only) cannot.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use guaranteed U/L-Dist bounds instead of pointwise Monte Carlo or PLT estimates | Output cdf estimation · Banana, Diabetes, Iris, and Wine2 | out-of-bounds points relative to the guaranteed bounds | Mixed |
| Increase the input dimension from 1 to 2 | U/L-Dist · Diabetes, Iris, and Wine2 | mean U/L cdf distance: Diabetes: 0.0001 (0.0000) -> 0.0015 (0.0009); Iris 25%: 0.0000 (0.0000) -> 0.0059 (0.0040); Iris 50%: 0.0000 (0.0000) -> | Hurt |
| Increase the input dimension from 2 to 3 | U/L-Dist · Iris 50% and Wine2 25% and 50% | mean U/L cdf distance: Iris 50%: 0.0064 (0.0064) -> 0.2019 (0.0414); Wine2 25%: 0.0043 (0.0016) -> 0.1777 (0.0068); Wine2 50%: 0.0053 (0.0028) | Hurt |
| Increase bounding segments per convex section from 5 to 10 (ablation) | Tanh-to-ReLU network bounds · Iris Setosa output | approximation closeness | Helped |
Surprising findings
- Monte Carlo with 100 million samples and PLT frequently produce estimates outside the exact bounds where the bounds are tight, showing these estimators' error in flat cdf regions.
- Bounds become wider in higher dimensions due to a hard cap of 50,000 vertices, illustrating the curse of dimensionality.
Limitations
- Bounds widen with input dimension due to vertex cap and curse of dimensionality
- Scalability to larger networks not demonstrated; experiments use small networks
- Analysis restricted to compact hyperrectangle inputs with piecewise polynomial pdfs
Experimental setup
Datasets: Banana Diabetes Iris Wine
Benchmarks: Banana Diabetes Iris Wine
Metrics: out-of-bounds count mean distance between upper and lower bounds runtime
Baselines: Monte Carlo simulation Piecewise Linear Transformation (PLT) PROVEN
Builds on: Interval Bound Propagation Piecewise Linear Transformation (PLT) Universal Approximation Theorem Polya's theorem
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