[R] Variable importance - ANN

Liaw, Andy andy_liaw at merck.com
Wed Dec 4 17:19:26 CET 2013


You can try something like this:
http://pubs.acs.org/doi/abs/10.1021/ci050022a

Basically similar idea to what is done in random forests: permute predictor variable one at a time and see how much that degrades prediction performance.

Cheers,
Andy

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Giulia Di Lauro
Sent: Wednesday, December 04, 2013 6:42 AM
To: r-help at r-project.org
Subject: [R] Variable importance - ANN

Hi everybody,
I created a neural network for a regression analysis with package ANN, but
now I need to know which is the significance of each predictor variable in
explaining the dependent variable. I thought to analyze the weight, but I
don't know how to do it.

Thanks in advance,
Giulia Di Lauro.

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