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Correlation of input variables in ANN

Asked by Rita
on 16 Feb 2016
Latest activity Answered by Greg Heath
on 17 Feb 2016
Hi , Do correlations between two input variables reduce the performance of neural network? for example, if we have 5 input variables and two of them has a high coefficent correlation.

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2 Answers

Answer by Greg Heath
on 17 Feb 2016
 Accepted Answer

Matlab can handle highly correlated inputs. However, if you want to interpret the output in terms of the inputs, you can recursively remove redundant and ineffective inputs from a linear model using STEPWISE or STEPWISEFIT.

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Answer by Matthew Eicholtz on 16 Feb 2016

It depends on what you mean by performance. My intuition tells me that correlated input variables should not decrease network accuracy, but will increase network redundancy (and as a result may increase training time).
Since this question is not necessarily specific to MATLAB, I would suggest posting to other sites as well if you want to reach a broader audience (e.g. Cross Validated, StackOverflow).

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Rita
on 17 Feb 2016
Thanks . I mean mse and R Squared of Ann.I am using matlab .

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