Correlation of input variables in ANN

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Rita
Rita 2016-2-16
回答： Greg Heath 2016-2-17
Hi , Do correlations between two input variables reduce the performance of neural network? for example, if we have 5 input variables and two of them has a high coefficent correlation.

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Greg Heath
Greg Heath 2016-2-17
Matlab can handle highly correlated inputs. However, if you want to interpret the output in terms of the inputs, you can recursively remove redundant and ineffective inputs from a linear model using STEPWISE or STEPWISEFIT.

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Matthew Eicholtz
Matthew Eicholtz 2016-2-16
It depends on what you mean by performance. My intuition tells me that correlated input variables should not decrease network accuracy, but will increase network redundancy (and as a result may increase training time).
Since this question is not necessarily specific to MATLAB, I would suggest posting to other sites as well if you want to reach a broader audience (e.g. Cross Validated, StackOverflow).

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