  It is a highly desirable property for deep networks to be robust against
small input changes. One popular way to achieve this property is by designing
networks with a small Lipschitz constant. In this work, we propose a new
technique for constructing such Lipschitz networks that has a number of
desirable properties: it can be applied to any linear network layer
(fully-connected or convolutional), it provides formal guarantees on the
Lipschitz constant, it is easy to implement and efficient to run, and it can be
combined with any training objective and optimization method. In fact, our
technique is the first one in the literature that achieves all of these
properties simultaneously. Our main contribution is a rescaling-based weight
matrix parametrization that guarantees each network layer to have a Lipschitz
constant of at most 1 and results in the learned weight matrices to be close to
orthogonal. Hence we call such layers almost-orthogonal Lipschitz (AOL).
Experiments and ablation studies in the context of image classification with
certified robust accuracy confirm that AOL layers achieve results that are on
par with most existing methods. Yet, they are simpler to implement and more
broadly applicable, because they do not require computationally expensive
matrix orthogonalization or inversion steps as part of the network
architecture. We provide code at https://github.com/berndprach/AOL.
