Monotonicity Hints

Yaser S. Abu-Mostafa EE and CS Deptartments California Institute of Technology email: [email protected] A hint is any piece of side information about the target function to be learned. We consider the monotonicity hint, which states that the function to be learned is monotonic in some or all of the input variables. The application of mono tonicity hints is demonstrated on two real-world problemsa credit card application task, and a problem in medical diagnosis. A measure of the monotonicity error of a candidate function is defined and an objective function for the enforcement of monotonicity is derived from Bayesian principles. We report experimental results which show that using monotonicity hints leads to a statistically significant improvement in performance on both problems.