Global sensitivity analysis approach for input selection and system identification purposes--a new framework for feedforward neural networks.

A new algorithm for the selection of input variables of neural network is proposed. This new method, applied after the training stage, ranks the inputs according to their importance in the variance of the model output. The use of a global sensitivity analysis technique, extended Fourier amplitude sensitivity test, gives the total sensitivity index for each variable, which allows for the ranking and the removal of the less relevant inputs. Applied to some benchmarking problems in the field of features selection, the proposed approach shows good agreement in keeping the relevant variables. This new method is a useful tool for removing superfluous inputs and for system identification.

A node pruning algorithm based on a Fourier amplitude sensitivity test method.

In this paper, we propose a new pruning algorithm to obtain the optimal number of hidden units of a single layer of a fully connected neural network (NN). The technique relies on a global sensitivity analysis of model output. The relevance of the hidden nodes is determined by analysing the Fourier decomposition of the variance of the model output. Each hidden unit is assigned a ratio (the fraction of variance which the unit accounts for) that gives their ranking. This quantitative information therefore leads to a suggestion of the most favorable units to eliminate. Experimental results suggest that the method can be seen as an effective tool available to the user in controlling the complexity in NNs.