Variance-Based Feature Importance in Neural Networks
- 850 Downloads
This paper proposes a new method to measure the relative importance of features in Artificial Neural Networks (ANN) models. Its underlying principle assumes that the more important a feature is, the more the weights, connected to the respective input neuron, will change during the training of the model. To capture this behavior, a running variance of every weight connected to the input layer is measured during training. For that, an adaptation of Welford’s online algorithm for computing the online variance is proposed. When the training is finished, for each input, the variances of the weights are combined with the final weights to obtain the measure of relative importance for each feature. This method was tested with shallow and deep neural network architectures on several well-known classification and regression problems. The results obtained confirm that this approach is making meaningful measurements. Moreover, results showed that the importance scores are highly correlated with the variable importance method from Random Forests (RF).
I gratefully acknowledge the support of NVIDIA Corporation with the donation of the Titan X Pascal GPU used for this research.
- 2.David Garson, G.: Interpreting neural-network connection weights. AI Expert 6(4), 46–51 (1991)Google Scholar
- 3.Heaton, J., McElwee, S., Fraley, J.B., Cannady, J.: Early stabilizing feature importance for tensorflow deep neural networks. In: 2017 International Joint Conference on Neural Networks, IJCNN 2017, Anchorage, AK, USA, 14–19 May, 2017, pp. 4618–4624 (2017)Google Scholar
- 4.Martínez, A., Castellanos, J., Hernández, C., de Mingo López, L.F.: Study of weight importance in neural networks working with colineal variables in regression problems. In: Multiple Approaches to Intelligent Systems, 12th International Conference on Industrial and Engineering Applications of Artificial Intelligence and Expert Systems, IEA/AIE-99, Cairo, Egypt, May 31 – June 3, 1999, Proceedings, pp. 101–110 (1999)Google Scholar
- 8.Shavitt, I., Segal, E.: Regularization learning networks: deep learning for tabular datasets. In: Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, NeurIPS 2018, 3–8 December 2018, Montréal, Canada, pp. 1386–1396 (2018)Google Scholar