Sensitivity analysis of neural network models: Applying methods of analysis of finite fluctuations

Abstract

As an initial stage prior to Mathematical Modeling, the information processing should provide qualitative data preparation for the construction of consistent models of technical, economic, social systems and technological processes. The question, concerning choosing the most significant input factors affecting the function of the system, is a very actual and important. This problem could be solved with the application of methods of Sensitivity Analysis. The presented paper has the purpose to show a possible approach to this problem through the method of the Analysis of Finite Fluctuations, based on Lagrange mean value theorem, to study the sensitivity of the model under consideration. The numerical example of comparing the results obtained by Sobol sensitivity coefficients, Garson algorithm and proposed approach showed the sustainability of the introduced method. There is shown, that the proposed approach is stable in the sense of applying different input datasets. In particular, the proposed approach has been applied to the construction of a neural network model identifying any anomalies present in certain medical insurances, in order to define the most significant input factors in the anomaly's detecting, discard the others and get a slim and efficient model.