Interpreting Neural Network

[Benjamin8]

Dear all,

I created a neural network (NN) with one binary target variable and multiple input variables (interval scaling).

After studying the literature I know NN ain't easy to interpret, hence I need therefore your help.

In the output there is a table which shows how good all inputs predict the target variable. Is there a way to determine the input var, which predicts the best the targer variable?

Or do you know another good way to interpret an NN with SAS EM?

Kind regards,

Benjamin

[WendyCzika · Accepted solution]

A common approach is to train a decision tree using the predicted values from a neural network to get measures of variable importance for your inputs.  This decision tree is then essentially a surrogate model that acts as a proxy to the complex logic of the neural network. To do this in EM, you would attach a Metadata node after your Neural Network node and set the role to 'Target' for either:

- one of the columns of posterior probabilities from your Neural Network node, e.g. P_TargetEvent where Target is the name of your original binary target and Event is the event level of the target,

- the predicted target, I_Target

The original target should be given the role 'Rejected' now.  Then run a Decision Tree to see what variables are important in the model.

You can similarly get variable importance by including a Model Comparison or Score node after the Neural Network node in your flow, then a Reporter node at the end of the flow with the Nodes property set to Summary.  This also uses a decision tree to calculate variable importance.

Hope that helps,

Wendy

[Benjamin8]

Hi Wendy,

Thank you for the quick and good answer. I switched the target variable to a predicted one and rejected the old target variable.

Afterwards I did a decision tree and a linear regression.

Best regards,

Benjamin