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VtNet: A neural network with variable importance assessment

Publication ,  Journal Article
Zhang, L; Lin, L; Li, J
Published in: Stat
December 2021

The architectures of many neural networks rely heavily on the underlying grid associated with the variables, for instance, the lattice of pixels in an image. For general biomedical data without a grid structure, the multi‐layer perceptron (MLP) and deep belief network (DBN) are often used. However, in these networks, variables are treated homogeneously in the sense of network structure; and it is difficult to assess their individual importance. In this paper, we propose a novel neural network called Variable‐block tree Net (VtNet) whose architecture is determined by an underlying tree with each node corresponding to a subset of variables. The tree is learned from the data to best capture the causal relationships among the variables. VtNet contains a long short‐term memory (LSTM)‐like cell for every tree node. The input and forget gates of each cell control the information flow through the node, and they are used to define a significance score for the variables. To validate the defined significance score, VtNet is trained using smaller trees with variables of low scores removed. Hypothesis tests are conducted to show that variables of higher scores influence classification more strongly. Comparison is made with the variable importance score defined in Random Forest from the aspect of variable selection. Our experiments demonstrate that VtNet is highly competitive in classification accuracy and can often improve accuracy by removing variables with low significance scores.

Duke Scholars

Published In

Stat

DOI

EISSN

2049-1573

ISSN

2049-1573

Publication Date

December 2021

Volume

10

Issue

1

Publisher

Wiley

Related Subject Headings

  • 4905 Statistics
  • 0104 Statistics
 

Citation

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Chicago
ICMJE
MLA
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Zhang, L., Lin, L., & Li, J. (2021). VtNet: A neural network with variable importance assessment. Stat, 10(1). https://doi.org/10.1002/sta4.325
Zhang, Lixiang, Lin Lin, and Jia Li. “VtNet: A neural network with variable importance assessment.” Stat 10, no. 1 (December 2021). https://doi.org/10.1002/sta4.325.
Zhang L, Lin L, Li J. VtNet: A neural network with variable importance assessment. Stat. 2021 Dec;10(1).
Zhang, Lixiang, et al. “VtNet: A neural network with variable importance assessment.” Stat, vol. 10, no. 1, Wiley, Dec. 2021. Crossref, doi:10.1002/sta4.325.
Zhang L, Lin L, Li J. VtNet: A neural network with variable importance assessment. Stat. Wiley; 2021 Dec;10(1).

Published In

Stat

DOI

EISSN

2049-1573

ISSN

2049-1573

Publication Date

December 2021

Volume

10

Issue

1

Publisher

Wiley

Related Subject Headings

  • 4905 Statistics
  • 0104 Statistics