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Soft-Radial Projection for Constrained End-to-End Learning

Published 3 Feb 2026 in cs.LG, math.OC, q-fin.CP, and stat.ML | (2602.03461v1)

Abstract: Integrating hard constraints into deep learning is essential for safety-critical systems. Yet existing constructive layers that project predictions onto constraint boundaries face a fundamental bottleneck: gradient saturation. By collapsing exterior points onto lower-dimensional surfaces, standard orthogonal projections induce rank-deficient Jacobians, which nullify gradients orthogonal to active constraints and hinder optimization. We introduce Soft-Radial Projection, a differentiable reparameterization layer that circumvents this issue through a radial mapping from Euclidean space into the interior of the feasible set. This construction guarantees strict feasibility while preserving a full-rank Jacobian almost everywhere, thereby preventing the optimization stalls typical of boundary-based methods. We theoretically prove that the architecture retains the universal approximation property and empirically show improved convergence behavior and solution quality over state-of-the-art optimization- and projection-based baselines.

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