If you’re a regular reader of my blog you’ll know that I’ve spent some time dabbling with neural networks. As I explained here, I’ve used neural networks in my own research to develop inference into causation. Neural networks fall under two general categories that describe their intended use. Supervised neural networks (e.g., multilayer feed-forward networks) are generally used for prediction, whereas unsupervised networks (e.g., Kohonen self-organizing maps) are used for pattern recognition. This categorization partially describes the role of the analyst during model development. For example, a supervised network is developed from a set of known variables and the end goal of the model is to match the predicted output values with the observed via ‘supervision’ of the training process by the analyst. Development of unsupervised networks are conducted independently from the analyst in the sense that the end product is not known and no direct supervision is required to ensure expected or known results are obtained. Although my research objectives were not concerned specifically with prediction, I’ve focused entirely on supervised networks given the number of tools that have been developed to gain insight into causation. Most of these tools have been described in the primary literature but are not available in R.

My previous post on neural networks described a plotting function that can be used to visually interpret a neural network. Variables in the layers are labelled, in addition to coloring and thickening of weights between the layers. A general goal of statistical modelling is to identify the relative importance of explanatory variables for their relation to one or more response variables. The plotting function is used to portray the neural network in this manner, or more specifically, it plots the neural network as a neural interpretation diagram (NID)^{1}. The rationale for use of an NID is to provide insight into variable importance by visually examining the weights between the layers. For example, input (explanatory) variables that have strong positive associations with response variables are expected to have many thick black connections between the layers. This qualitative interpretation can be very challenging for large models, particularly if the sign of the weights switches after passing the hidden layer. I have found the NID to be quite useless for anything but the simplest models.

The weights that connect variables in a neural network are partially analogous to parameter coefficients in a standard regression model and can be used to describe relationships between variables. That is, the weights dictate the relative influence of information that is processed in the network such that input variables that are not relevant in their correlation with a response variable are suppressed by the weights. The opposite effect is seen for weights assigned to explanatory variables that have strong, positive associations with a response variable. An obvious difference between a neural network and a regression model is that the number of weights is excessive in the former case. This characteristic is advantageous in that it makes neural networks very flexible for modeling non-linear functions with multiple interactions, although interpretation of the effects of specific variables is of course challenging.

A method proposed by Garson 1991^{2} (also Goh 1995^{3}) identifies the relative importance of explanatory variables for specific response variables in a supervised neural network by deconstructing the model weights. The basic idea is that the relative importance (or strength of association) of a specific explanatory variable for a specific response variable can be determined by identifying all weighted connections between the nodes of interest. That is, all weights connecting the specific input node that pass through the hidden layer to the specific response variable are identified. This is repeated for all other explanatory variables until the analyst has a list of all weights that are specific to each input variable. The connections are tallied for each input node and scaled relative to all other inputs. A single value is obtained for each explanatory variable that describes the relationship with response variable in the model (see the appendix in Goh 1995 for a more detailed description). The original algorithm presented in Garson 1991 indicated relative importance as the absolute magnitude from zero to one such the direction of the response could not be determined. I modified the approach to preserve the sign, as you’ll see below.

We start by creating a neural network model (using the `nnet`

package) from simulated data before illustrating use of the algorithm. The model is created from eight input variables, one response variable, 10000 observations, and an arbitrary correlation matrix that describes relationships between the explanatory variables. A set of randomly chosen parameters describe the relationship of the response variable with the explanatory variables.

require(clusterGeneration) require(nnet) #define number of variables and observations set.seed(2) num.vars<-8 num.obs<-10000 #define correlation matrix for explanatory variables #define actual parameter values cov.mat<-genPositiveDefMat(num.vars,covMethod=c("unifcorrmat"))$Sigma rand.vars<-mvrnorm(num.obs,rep(0,num.vars),Sigma=cov.mat) parms<-runif(num.vars,-10,10) y<-rand.vars %*% matrix(parms) + rnorm(num.obs,sd=20) #prep data and create neural network y<-data.frame((y-min(y))/(max(y)-min(y))) names(y)<-'y' rand.vars<-data.frame(rand.vars) mod1<-nnet(rand.vars,y,size=8,linout=T)

The function for determining relative importance is called `gar.fun`

and can be imported from my Github account (gist 6206737) using the `devtools`

package. The function reverse depends on the `plot.nnet`

function to get the model weights.

require(devtools) #import 'gar.fun' from Github source_url('https://gist.github.com/fawda123/6206737/raw/2e1bc9cbc48d1a56d2a79dd1d33f414213f5f1b1/gar_fun.r')

The function is very simple to implement and has the following arguments:

`out.var` |
character string indicating name of response variable in the neural network object to be evaluated, only one input is allowed for models with multivariate response |

`mod.in` |
model object for input created from `nnet` function |

`bar.plot` |
logical value indicating if a figure is also created in the output, default T |

`x.names` |
character string indicating alternative names to be used for explanatory variables in the figure, default is taken from `mod.in` |

`...` |
additional arguments passed to the bar plot function |

The function returns a list with three elements, the most important of which is the last element named `rel.imp`

. This element indicates the relative importance of each input variable for the named response variable as a value from -1 to 1. From these data, we can get an idea of what the neural network is telling us about the specific importance of each explanatory for the response variable. Here’s the function in action:

#create a pretty color vector for the bar plot cols<-colorRampPalette(c('lightgreen','lightblue'))(num.vars) #use the function on the model created above par(mar=c(3,4,1,1),family='serif') gar.fun('y',mod1,col=cols,ylab='Rel. importance',ylim=c(-1,1)) #output of the third element looks like this # $rel.imp # X1 X2 X3 X4 X5 # 0.0000000 0.9299522 0.6114887 -0.9699019 -1.0000000 # X6 X7 X8 # -0.8217887 0.3600374 0.4018899

The output from the function and the bar plot tells us that the variables `X5`

and `X2`

have the strongest negative and positive relationships, respectively, with the response variable. Similarly, variables that have relative importance close to zero, such as `X1`

, do not have any substantial importance for `y`

. Note that these values indicate relative importance such that a variable with a value of zero will most likely have some marginal effect on the response variable, but its effect is irrelevant in the context of the other explanatory variables.

An obvious question of concern is whether these indications of relative importance provide similar information as the true relationships between the variables we’ve defined above. Specifically, we created the response variable `y`

as a linear function of the explanatory variables based on a set of randomly chosen parameters (`parms`

). A graphical comparison of the indications of relative importance with the true parameter values is as follows:

We assume that concordance between the true parameter values and the indications of relative importance is indicated by similarity between the two, which is exactly what is seen above. We can say with certainty that the neural network model and the function to determine relative importance is providing us with reliable information. A logical question to ask next is whether or not using a neural network provides more insight into variable relationships than a standard regression model, since we know our response variable follows the general form of a linear regression. An interesting exercise could compare this information for a response variable that is more complex than the one we’ve created above, e.g., add quadratic terms, interactions, etc.

As far as I know, Garson’s algorithm has never been modified to preserve the sign of the relationship between variables. This information is clearly more useful than simply examining the magnitude of the relationship, as is the case with the original algorithm. I hope the modified algorithm will be useful for facilitating the use of neural networks to infer causation, although it must be acknowledged that a neural network is ultimately based on correlation and methods that are more heavily based in theory could be more appropriate. Lastly, I consider this blog my contribution to dispelling the myth that neural networks are black boxes (motivated by Olden and Jackson 2002^{4}). Useful information can indeed be obtained with the right tools.

-Marcus

^{1}Özesmi, S.L., Özesmi, U. 1999. An artificial neural network approach to spatial habitat modeling with interspecific interaction. Ecological Modelling. 116:15-31.

^{2}Garson, G.D. 1991. Interpreting neural network connection weights. Artificial Intelligence Expert. 6(4):46–51.

^{3}Goh, A.T.C. 1995. Back-propagation neural networks for modeling complex systems. Artificial Intelligence in Engineering. 9(3):143–151.

^{4}Olden, J.D., Jackson, D.A. 2002. Illuminating the ‘black-box’: a randomization approach for understanding variable contributions in artificial neural networks. Ecological Modelling. 154:135-150.

Thank you for the post. It is good to find a novel application of neural networks.

Thanks! I plan on having another post or two about additional nnet tools I’ve made. I might even submit them as a package if sufficiently motivated.

Okay, I have to say this, but understand completely that its not the authors fault. AI/Machine Learning/various code type guys have been using the term ‘neural networks’ for years, without anyone pointing out that this a science fiction term ( probably Philip.K.Dick) adopted by philosophers for gedankenexperiment (thought experiments) and used as an ambition for AI. But the Ai versions were never neural networks, because 1. No one has ever figured out how neurons network, and 2. if there are such things, they involve both analog and digital information transmissions .

I bet your ‘neural network’ is devoid of analog. Anyway, philosophy doesn’t own the phrase any more, but its important (I think) to know that even if you are creating AI, you are not mimicking neuronal activity. There, I’ve said it, in a comment that no one will read….

I agree with you completely. I’m not a fan of the term since it’s a gross over-simplification of what it’s meant to represent, as you’ve described. Whenever I present this material I make sure to point out the inappropriate use of the term. I do think that the terminology has, in part, contributed to their overuse and an exaggeration of abilities. All things considered, you have to admit they are a rather clever approach to modelling.

Well, thank you for proving me wrong by both reading, and responding. I do agree that its a very useful approach to modelling, I also agree that this is a valuable contribution to demystifying the approach (a mystery which is probably exaggerated by the use of the term ‘neural’, and thus aggravated by complexity theorists who believe that the right answers ‘emerge’ from the process)

Hi. Your graph is great! Is it possible to edit a version for the original garson paper, so without ignoring the signs?

Hi there, I’m not sure what you mean since the current version includes sign of the response. My original code for the function determined relative importance exactly as described in the Garson paper, i.e., only the magnitude of relative importance was included. It’s very easy to modify the source code in my function to only return magnitude. I can update if you’d like.

Hi … Really appreciate the blog posts for giving insights about NN. I am trying to implement this code for variable importance. However, source_gist(’5086859′) , in the code gives me a connection error. I went to the site where the code is supposed to be stored. But I am not able to access it. Is there a way I can aacess it?? Thanks in anticipation. Also thanks a lot for your blogs

Hi, sorry you couldn’t access the code. I was having trouble with the source function on my last blog post for some reason. You can access the raw code for variable importance here:

https://gist.github.com/fawda123/6206737/raw/df000d76c8f6e94e17e607bed392452ccdf208f4/gar_fun.r

Visualizing neural networks in R – update – R is my friend