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  1. Abstract

    Sensitivity analysis is a popular feature selection approach employed to identify the important features in a dataset. In sensitivity analysis, each input feature is perturbed one-at-a-time and the response of the machine learning model is examined to determine the feature's rank. Note that the existing perturbation techniques may lead to inaccurate feature ranking due to their sensitivity to perturbation parameters. This study proposes a novel approach that involves the perturbation of input features using a complex-step. The implementation of complex-step perturbation in the framework of deep neural networks as a feature selection method is provided in this paper, andmore »its efficacy in determining important features for real-world datasets is demonstrated. Furthermore, the filter-based feature selection methods are employed, and the results obtained from the proposed method are compared. While the results obtained for the classification task indicated that the proposed method outperformed other feature ranking methods, in the case of the regression task, it was found to perform more or less similar to that of other feature ranking methods.

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  2. Abstract

    Evaluating the exact first derivative of a feedforward neural network (FFNN) output with respect to the input feature is pivotal for performing the sensitivity analysis of the trained neural network with respect to the inputs. In this paper, a novel method is presented that computes the analytical quality first derivative of a trained feedforward neural network output with respect to the input features without the need for backpropagation. To this end, the complex step derivative approximation is illustrated, and its implementation in the framework of the feedforward neural network is described. Artificial datasets are generated, and the efficacy ofmore »the proposed method for both regression and classification tasks is demonstrated. The results obtained for the regression task indicated that the proposed method is capable of obtaining analytical quality derivatives, and in the case of the classification task, the least relevant features could be identified.

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