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How to access Variable importance in neural network in EM?

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How to access Variable importance in neural network in EM?

I created a neural network, but I can't find any option within enterprise miner, where I can access the variable importance, similar to decision tree. I wanted to get to a final list of reduced variables. Like in regression, we keep only the most significant variables for final model building.

 


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‎03-04-2016 09:24 AM
SAS Super FREQ
Posts: 306

Re: How to access Variable importance in neural network in EM?

Posted in reply to munitech4u

You need to use the Metadata node following the Neural Network node to change the roles of the observed target to REJECTED and the predicted target (posterior probability for the event level if a nominal target) to TARGET.  Then use a Decision Tree node after that.

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SAS Super FREQ
Posts: 306

Re: How to access Variable importance in neural network in EM?

Posted in reply to munitech4u

Neural networks don't directly give you variable importance, and all of the inputs are included in the model (no selection is done, so there is no reduced set).  But see this post about a technique of using a decision tree as a surrogate model for calculating variable importance based on the neural network model that was fit: https://communities.sas.com/t5/SAS-Data-Mining/Interpreting-Neural-Network/m-p/250372/highlight/true...

 

Regular Contributor
Posts: 190

Re: How to access Variable importance in neural network in EM?

Posted in reply to WendyCzika
It does not allow to change the role of the variables in decision tree, from the output of neural network. That option is freezed
Solution
‎03-04-2016 09:24 AM
SAS Super FREQ
Posts: 306

Re: How to access Variable importance in neural network in EM?

Posted in reply to munitech4u

You need to use the Metadata node following the Neural Network node to change the roles of the observed target to REJECTED and the predicted target (posterior probability for the event level if a nominal target) to TARGET.  Then use a Decision Tree node after that.

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