MATLAB: How to estimate sensitivites of a neural net model with exogenous variables

Deep Learning Toolboxneural networks

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.

Best Answer

  • Differentiate the corresponding equation. For example, differentiate w.r.t. x:
    y = b2 + LW * tansig( b1 + IW * x )