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Need help on nnet

On 10/12/10 02:56:13, jothy wrote:
The summary above is the list of internal weights that were learnt during
the neural network training in nnet(). From my point of view I wouldn't
really try to interpret any meaning into those weights, especially if you
have multiple predictor variables.
You may try something like variable importance approaches (VI) or feature
selection approaches. 

1) In VI you have a training and test set as in normal cross-validation.
You train your network on the training set. You use the trained network
for predicting the test values. The clue in VI then is to pick one
variable at a time, permute its values in the test set only (!) and see
how much the prediction error deviates from the original prediction error
on the unpermuted test set.  Repeat this a lot of times to get a
meaningful output and also be sure to use a lot of cross-validation
permutations. The more the prediction error rises, the more important the
respective variable was/is. This approach includes interactions between
variables.

2) feature selection is essentially an exhaustive approach which tries
every possible subset of your predictors, trains a network and sees what
the prediction error is. The subset which is best (lowest error) is then
chosen in the end. It normally (as a side-effect) also gives you something
like an importance ranking of the variables when using backward or forward
feature selection. But be careful of interactions between variables.
You may try training with the multinom() function, as pointed out in
msg09297:
http://www.mail-archive.com/r-help at stat.math.ethz.ch/msg09297.html

I hope I could point out some keywords and places to look at.

Regards,
Georg.