Optimisation-Based Feature Selection for Regression Neural Networks Towards Explainability

Regression is a fundamental task in machine learning, and neural networks have been successfully employed in many applications to identify underlying regression patterns. However, they are often criticised for their lack of interpretability and commonly referred to as black-box models. Feature selec...

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Main Authors: Georgios I. Liapis, Sophia Tsoka, Lazaros G. Papageorgiou
Format: Article
Language:English
Published: MDPI AG 2025-04-01
Series:Machine Learning and Knowledge Extraction
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Online Access:https://www.mdpi.com/2504-4990/7/2/33
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author Georgios I. Liapis
Sophia Tsoka
Lazaros G. Papageorgiou
author_facet Georgios I. Liapis
Sophia Tsoka
Lazaros G. Papageorgiou
author_sort Georgios I. Liapis
collection DOAJ
description Regression is a fundamental task in machine learning, and neural networks have been successfully employed in many applications to identify underlying regression patterns. However, they are often criticised for their lack of interpretability and commonly referred to as black-box models. Feature selection approaches address this challenge by simplifying datasets through the removal of unimportant features, while improving explainability by revealing feature importance. In this work, we leverage mathematical programming to identify the most important features in a trained deep neural network with a ReLU activation function, providing greater insight into its decision-making process. Unlike traditional feature selection methods, our approach adjusts the weights and biases of the trained neural network via a Mixed-Integer Linear Programming (MILP) model to identify the most important features and thereby uncover underlying relationships. The mathematical formulation is reported, which determines the subset of selected features, and clustering is applied to reduce the complexity of the model. Our results illustrate improved performance in the neural network when feature selection is implemented by the proposed approach, as compared to other feature selection approaches. Finally, analysis of feature selection frequency across each dataset reveals feature contribution in model predictions, thereby addressing the black-box nature of the neural network.
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spelling doaj-art-2207416f1b07425b99fa4b2559971eaf2025-08-20T03:27:30ZengMDPI AGMachine Learning and Knowledge Extraction2504-49902025-04-01723310.3390/make7020033Optimisation-Based Feature Selection for Regression Neural Networks Towards ExplainabilityGeorgios I. Liapis0Sophia Tsoka1Lazaros G. Papageorgiou2The Sargent Centre for Process Systems Engineering, Department of Chemical Engineering, UCL (University College London), Torrington Place, London WC1E 7JE, UKDepartment of Informatics, King’s College London, Strand, London WC2R 2LS, UKThe Sargent Centre for Process Systems Engineering, Department of Chemical Engineering, UCL (University College London), Torrington Place, London WC1E 7JE, UKRegression is a fundamental task in machine learning, and neural networks have been successfully employed in many applications to identify underlying regression patterns. However, they are often criticised for their lack of interpretability and commonly referred to as black-box models. Feature selection approaches address this challenge by simplifying datasets through the removal of unimportant features, while improving explainability by revealing feature importance. In this work, we leverage mathematical programming to identify the most important features in a trained deep neural network with a ReLU activation function, providing greater insight into its decision-making process. Unlike traditional feature selection methods, our approach adjusts the weights and biases of the trained neural network via a Mixed-Integer Linear Programming (MILP) model to identify the most important features and thereby uncover underlying relationships. The mathematical formulation is reported, which determines the subset of selected features, and clustering is applied to reduce the complexity of the model. Our results illustrate improved performance in the neural network when feature selection is implemented by the proposed approach, as compared to other feature selection approaches. Finally, analysis of feature selection frequency across each dataset reveals feature contribution in model predictions, thereby addressing the black-box nature of the neural network.https://www.mdpi.com/2504-4990/7/2/33mathematical programmingneural networkmixed-integer optimisationfeature selectionexplainable machine learning
spellingShingle Georgios I. Liapis
Sophia Tsoka
Lazaros G. Papageorgiou
Optimisation-Based Feature Selection for Regression Neural Networks Towards Explainability
Machine Learning and Knowledge Extraction
mathematical programming
neural network
mixed-integer optimisation
feature selection
explainable machine learning
title Optimisation-Based Feature Selection for Regression Neural Networks Towards Explainability
title_full Optimisation-Based Feature Selection for Regression Neural Networks Towards Explainability
title_fullStr Optimisation-Based Feature Selection for Regression Neural Networks Towards Explainability
title_full_unstemmed Optimisation-Based Feature Selection for Regression Neural Networks Towards Explainability
title_short Optimisation-Based Feature Selection for Regression Neural Networks Towards Explainability
title_sort optimisation based feature selection for regression neural networks towards explainability
topic mathematical programming
neural network
mixed-integer optimisation
feature selection
explainable machine learning
url https://www.mdpi.com/2504-4990/7/2/33
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AT sophiatsoka optimisationbasedfeatureselectionforregressionneuralnetworkstowardsexplainability
AT lazarosgpapageorgiou optimisationbasedfeatureselectionforregressionneuralnetworkstowardsexplainability