How to estimate sensitivites of a neural net model with exogenous variables?
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Is there a way to estimate the slope (first derivative) of the response function of a neural net model with respect to various inputs around a point? The measure I am looking for is similar to the beta coefficients in a linear regression.
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Greg Heath
2014-7-11
Differentiate the corresponding equation. For example, differentiate w.r.t. x:
y = b2 + LW * tansig( b1 + IW * x )
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