Is there any way to get variable importance with Keras?
问题 I am looking for a proper or best way to get variable importance in a Neural Network created with Keras. The way I currently do it is I just take the weights (not the biases) of the variables in the first layer with the assumption that more important variables will have higher weights in the first layer. Is there another/better way of doing it? 回答1: Since everything will be mixed up along the network, the first layer alone can't tell you about the importance of each variable. The following