Significance Tests for Neural Networks
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Publication:6314130
arXiv1902.06021MaRDI QIDQ6314130FDOQ6314130
Authors: Enguerrand Horel, Kay Giesecke 
Publication date: 15 February 2019
Abstract: We develop a pivotal test to assess the statistical significance of the feature variables in a single-layer feedforward neural network regression model. We propose a gradient-based test statistic and study its asymptotics using nonparametric techniques. Under technical conditions, the limiting distribution is given by a mixture of chi-square distributions. The tests enable one to discern the impact of individual variables on the prediction of a neural network. The test statistic can be used to rank variables according to their influence. Simulation results illustrate the computational efficiency and the performance of the test. An empirical application to house price valuation highlights the behavior of the test using actual data.
Has companion code repository: https://github.com/tsetimmy/significance_tests_for_neural_networks
Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Artificial neural networks and deep learning (68T07)
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