An empirical measure of element contribution in neural networks

A frequent complaint about neural net models is that they fail to explain their results in any useful way. The problem is not a lack of information, but an abundance of information that is difficult to interpret. When trained, neural nets will provide a predicted output for a posited input, and they can provide additional information in the form of interelement connection strengths. This latter information is of little use to analysts and managers who wish to interpret the results they have been given. We develop a measure of the relative importance of the various input elements and hidden layer elements, and we use this to interpret the contribution of these components to the outputs of the neural net.