How do you code Garson's algorithm in matlab to find the relative importance of parameters when training a neural network model?
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I am working on a predictive analysis study and came across garson's algorithm but I am facing trouble in programming the formula for it. Here is my code:
%%% Data Inputs
inputs = data(:, 1:4)';
targets = data(:, 5)';
%%% Create a feedforward neural network
net = feedforwardnet([10, 15, 20]);
%%%% Set the number of neurons in each hidden layer
net.layers{1}.size = 10;
net.layers{2}.size = 15;
net.layers{3}.size = 20;
%%%% Change activation functions (e.g., 'tansig' to 'purelin' for output layer)
net.layers{1}.transferFcn = 'tansig'; % Activation function for first hidden layer
net.layers{2}.transferFcn = 'tansig'; % Activation function for second hidden layer
net.layers{3}.transferFcn = 'tansig'; % Activation function for third hidden layer
net.layers{4}.transferFcn = 'purelin'; % Activation function for output layer
%%%% Divide data for training, validation, and testing
net.divideParam.trainRatio = 0.7;
net.divideParam.valRatio = 0.15;
net.divideParam.testRatio = 0.15;
%%%% Train the neural network
[net, tr] = train(net, inputs, targets);
%%%% Calculate Garson's importance
importance = garsonsAlgorithm(net);
%%%% Display feature importances
disp('Feature Importances (Garson''s Algorithm):');
for i = 1:length(importance)
disp(['Importance for x' num2str(i) ': ' num2str(importance(i))]);
end
Here is the garson's algorithm function that I wrote down:
function importance = garsonsAlgorithm(net)
%%% Extract connection weights from the neural network
weights = cell2mat(net.IW);
% Check if there are bias weights
if isfield(net, 'b')
bias_weights = cell2mat(net.b);
weights = [weights; bias_weights];
end
%%% Calculate the absolute values of the weights
absolute_weights = abs(weights);
%%% Calculate the importance for each input feature
importance = sum(absolute_weights, 1);
%%% Normalize importance values
importance = importance / sum(importance);
end
I was wondering if this is correct or not since I am new to programming. Also, would there be any sort of variation of outputs (relative importance) when changing the number of inputs in the garson's algorithm?
I have attached the formula for Garson's algorithm for reference:
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