Higher income, larger loan? monotonicity testing of machine learning models
Arnab Sharma, Heike Wehrheim · 2020
Today, machine learning (ML) models are increasingly applied in decision making. This induces an urgent need for quality assurance of ML models with respect to (often domain-dependent) requirements. Monotonicity is one such requirement. It specifies a software as ''learned'' by an ML algorithm to give an increasing prediction with the increase of some attribute values. While there exist multiple ML algorithms for ensuring monotonicity of the generated model, approaches for checking monotonicity, in particular of black-box models are largely lacking.