The Quadrilateral Loss: Additivity as a Measurable Behavior of Dense Neural Networks

Abstract

Additive models buy interpretability by forbidding feature interactions, a constraint that neural instantiations enforce architecturally. We introduce the quadrilateral loss, a differentiable penalty that treats additivity as a measurable behavior instead: a second-order mixed difference on pairs of training points swapping one coordinate, which vanishes if and only if the coordinate carries no interaction, remains informative for piecewise-linear networks, and equals in expectation the per-coordinate interaction mass of the interventional Shapley-GAM. The loss turns additivity into a dial - most learned interactions prove removable almost for free, and on small datasets a moderate penalty improves accuracy and additivity simultaneously - and into an online observable: its per-feature surrender curves show, across seeds and datasets, that pre-regularization interaction magnitude barely predicts what a regularized model retains, undermining post-hoc interaction rankings. Against this instrument we compare routes to exact additivity, spanning structural masks, behavioral penalties (optionally crystallized into exact structure), weight decay, backfitting, the shared-section model, and bagged boosted stumps: constraining behavior before structure dominates weight-space constraints, rankings reverse between data regimes, and converging routes agree on the shape functions themselves. Three silent failure modes we document share one anatomy: guarantees imported into settings that quietly void their preconditions.