Neural Additive and Basis Models with Feature Selection and Interactions
Summary
A new method enhances Neural Additive Models (NAM) and Neural Basis Models (NBM) by integrating a feature selection mechanism to address computational bottlenecks. While NAM and NBM offer high interpretability and strong performance by using neural networks as nonlinear shape functions in generalized additive models (GAMs), they become intractable when applied to high-dimensional datasets or when incorporating feature interactions via two-input neural networks. The proposed approach introduces a feature selection layer within both models, updating selection weights during training. This simple modification significantly reduces computational costs and model sizes compared to vanilla NAM and NBM. Furthermore, it enables the effective use of two-input NNs even in high-dimensional contexts, thereby facilitating the capture of crucial feature interactions. The enhanced models demonstrate improved computational efficiency and achieve performance comparable to or better than leading GAMs.
Key takeaway
For Machine Learning Engineers developing interpretable models with high-dimensional datasets, you should consider integrating feature selection into Neural Additive or Basis Models. This approach allows you to efficiently capture complex feature interactions using two-input neural networks without incurring prohibitive computational costs or excessive model sizes. You can achieve comparable or superior performance to existing GAMs while maintaining model interpretability.
Key insights
Feature selection enhances Neural Additive and Basis Models, enabling efficient interpretability and interaction capture in high-dimensional datasets.
Principles
- GAM-based NNs offer high interpretability.
- Feature selection improves model scalability.
- Two-input NNs capture feature interactions.
Method
Integrate a feature selection layer into Neural Additive and Basis Models, dynamically updating selection weights during training to manage computational resources and enable feature interactions.
In practice
- Apply feature selection to scale NAM/NBM.
- Capture feature interactions in high-dimensional data.
- Reduce NAM/NBM model size and cost.
Topics
- Neural Additive Models
- Neural Basis Models
- Feature Selection
- Model Interpretability
- Generalized Additive Models
- High-Dimensional Data
Best for: Research Scientist, AI Scientist, Machine Learning Engineer
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Editorial summary, takeaway, and curation by AIssential. Original article published by Artificial Intelligence.