Source-linked AI summary
A Feature Selection Layer Approach for Multi-Class Classification on Neural Networks
João Pedro Silveira e Silva, Márcio Dorn, Bruno Iochins Grisci
TL;DR
Embedded feature weighting methods commonly learn general feature relevance but often miss label-specific relationships, an important gap in multiclass interpretability. This paper extends the Feature Selection Layer with label-specific weighting and identifies Multiple FSL as the most promising extension. It performs competitively on general relevance and better on label-specific relevance than established methods, with a tabular-data scope limitation.
Problem
Many embedded feature-weighting methods learn global rather than label-specific relevance, although feature importance can vary across labels in multiclass tasks.
Source: §1 · p. 2, §6 · p. 40Method
The paper proposes FSL extensions that learn label-specific feature weights within the neural network, including a dedicated feature gate for each label in Multiple FSL.
Source: §1 · p. 3, §4.4 · p. 11Results
Multiple FSL performs competitively in identifying general relevant features and better than established methods at identifying label-specific relevance.
Source: §6 · p. 41Takeaways & Limitations
Multiple FSL aligns feature weights with model predictions without post-hoc analysis, at the cost of a linear increase in memory usage.
Source: §6 · p. 41Multiple FSL is currently limited to tabular datasets because it relies on fixed feature semantics and global feature weights applied uniformly across samples.
Source: §6 · p. 41
Abstract
from arXiv · showhide
In the age of data-driven decision-making, deep learning models have become powerful tools for uncovering patterns and making predictions that influence many aspects of society. However, their broader adoption in scientific and business applications is often limited by a lack of interpretability. Feature weighting methods, which assess the relevance of individual features, are among the most widely studied approaches for improving interpretability. While post hoc techniques have advanced significantly, especially in modeling nuanced relationships between features and labels in multiclass problems, embedded methods typically fall short in this regard. Embedded techniques integrate feature relevance learning directly into the model training process, but they are often unable to capture label-specific relationships. To address the limitation, we propose multiple extensions to the Feature Selection Layer, an embedded feature weighting mechanism for neural networks. Through extensive experimentation, we identify the most effective extension and benchmark it against established feature weighting methods. Our results show that the proposed method matches existing techniques in identifying globally relevant features and outperforms them in capturing label-specific relevance. By leveraging the internal dynamics of the trained neural network, it reveals how individual features contribute to the prediction of specific labels, requiring no post-processing beyond the training process.
1. Introduction
Global feature weighting can miss label-dependent relevance, while embedded methods such as FSL learn only one weight per feature. The paper proposes label-specific FSL extensions and evaluates them against established feature-weighting methods.
1. Introduction
- The original FSL learns one global weight per feature, so it cannot distinguish universally important features from those relevant only to particular labels.In multiclass tasks, a feature may discriminate one label while acting as noise for another.Source: §1 · p. 2
- The proposed FSL extension learns a feature-by-label weight matrix during training, routing and scaling features differently for each label pathway.The network learns to classify data while building a transparent mapping of feature relevance to specific label predictions.Source: §1 · pp. 2–3
- The study asks whether an embedded FSL can learn label-specific feature relevance and how such methods should be evaluated and compared.The complementary questions address evaluation, adapting FSL, and comparison with other algorithms.Source: §1 · p. 3
- The paper consolidates evaluation methodologies for assessing both general and label-specific feature weighting, then validates the approach on synthetic and real-world high-dimensional tabular data.The stated validation compares the proposed approach with established state-of-the-art baselines.Source: §1 · p. 3
2. Methods and concepts
The section frames feature weighting as a global interpretability approach and adapts evaluation strategies to assess feature relevance in multiclass settings.
2.1. Interpretability
- Interpretability methods may explain individual predictions locally or describe average model behavior globally; feature weighting is a global explanation approach.Interpretability is described as extracting relevant knowledge from data relationships or relationships learned by a model.Source: §2.1 · p. 4
2.2. Feature weighting and selection
- Feature weighting assigns continuous relevance scores, whereas feature selection uses binary weights to retain or discard features.Both preserve the original input space, unlike feature extraction.Source: §2.2 · p. 4
2.3. Feature weighting evaluation
- The evaluation framework adapts Barbieri et al. from binary to multiclass classification and uses synthetic data with known label-specific informative features.PIFS measures recovery of informative features, while PSFI measures the proportion of selected features that are informative.Source: §2.3 · pp. 4–5
- Feature erasure masks normalized inputs with zeros to test their effect on model performance, and SVMs trained on selected feature subsets assess predictive power.The passage notes that this erasure procedure is computationally simple for high-dimensional datasets.Source: §2.3 · p. 5
- Weighted t-SNE incorporates normalized relevance scores into distances, with Silhouette Coefficients accompanying visual comparisons against unweighted projections.The stated purpose is comparative visual inspection of clustering under different feature-weighting techniques.Source: §2.3 · p. 5
- Algorithm stability is assessed across cross-validation folds and after removing the top-ranked feature, comparing weights with Jaccard, Spearman, and Pearson measures.The second procedure is called the m −1 approach in the passage.Source: §2.3 · p. 6
3. Related work
Related work spans post-hoc methods that derive feature weights from trained models and embedded methods that learn weights during training; label-specific approaches include both post-hoc and embedded examples.
3. Related work
- LIME, DeepSHAP, Relevance Aggregation, FeatureX, and SAGE represent post-hoc approaches with differing local or global feature-weighting strategies.Relevance Aggregation combines relevance weights across samples to produce global label-specific feature weights.Source: §3 · p. 6
- FsNet and FSL are embedded approaches for general feature weighting, while FSL jointly trains an input-layer feature gate with the downstream network.FSL uses a one-to-one correspondence between input features and gate neurons and omits FsNet’s reconstruction layer.Source: §3 · pp. 7–8
- The related-work discussion says embedded methods are computationally efficient but typically lack label-specific feature relevance.LassoNet is described as an embedded method capable of inferring label-specific feature importance.Source: §3 · p. 7
- DOvE uses a relevance matrix for label-specific classification, while LSFSFI models feature-label dependencies using partial fuzzy mutual implication granularity information.The passage describes LSFSFI in the context of multi-label feature selection.Source: §3 · pp. 7–8
4. Proposed extensions
The paper proposes label-specific Feature Selection Layer (FSL) approaches, including three architectural extensions and Listener, which observes the original FSL without changing it. The authors recommend regularization strengths λ ∈ {10−3, 10−2} across the evaluated datasets and report that fixed initial weights of 1 performed equally or better than the original initialization.
4.1. Listener extension
- Listener leaves the original FSL’s shared forward pass unchanged and records per-label accumulations of weight updates from batches containing one class.It is an analyzer of how labels influence the shared weights, not an architectural extension.Source: §4.1 · pp. 8–9, Figure 1 · p. 9
4.2. Residual extension
- Residual adds a label-specific feature-weighted input contribution to each corresponding output, creating a shortcut through which gradients can flow directly to the FSL.General feature weights are obtained by averaging the label-specific weights.Source: §4.2 · p. 10, Figure 2 · p. 10
4.3. Output Aware extension
- Output Aware selects the feature-weight row associated with each sample’s expected label during training, then sums the label-specific weights for predictions after training.The expected labels are one-hot encoded, and the selected weights are multiplied element-wise with the input features.Source: §4.3 · pp. 10–11, Figure 3 · p. 11
4.4. Multiple Feature Selection Layer extension
- Multiple FSL uses one dedicated feature gate per label with shared hidden and output layers, applying each gate to the input before the shared network.Its per-label outputs are computed using L forward passes, implemented in the experiments as a faster batched matrix operation.Source: §4.4 · pp. 11–12
4.5. Regularization, activation functions and initial weights
- λ ∈ {10−3, 10−2} was statistically tied for the best test F1-score on every evaluated dataset; other tested values significantly reduced performance on at least one dataset.The unregularized model sharply reduced F1 on XOR and SynthA, while λ = 1 degraded SynthA and Isolet.Source: §4.5 · p. 13, Table 1 · p. 14
- ReLU clips feature weights at zero, while Tanh can achieve similar results; fixed initial weights of 1 performed equally or better than the original 1/m initialization.The authors retain activation choice as modular and use initial weight 1 in their experiments.Source: §4.4 · p. 11, §4.5 · p. 14, Table 2 · p. 14
5. Experiments and results
Experiments on synthetic and real-world datasets compare the proposed FSL extensions with existing feature-weighting methods in feature selection, prediction, and resource use. They assess general and label-specific feature relevance, including in high-dimensional, small-sample settings.
5.1. Datasets
- The evaluation used four synthetic datasets and five real-world datasets, spanning binary and multiclass tasks, label-shared and label-specific features, and different dimensionalities and sample sizes.The real-world set comprised three CuMiDa microarray datasets and UCI Letter Recognition and Isolet; test subsets were 20% of synthetic data and 15% of real-world data.Source: §5.1 · pp. 16–17, §5 · p. 16
5.2. Comparative analysis between proposed extensions
- All algorithms achieved precision, recall, F1, PIFS, and PSFI scores of 1.0 on XOR, while only Output Aware failed to rank all 30 relevant SynthA features highest in every execution.On SynthB and SynthC, no method consistently placed all 30 relevant features among its top 30; Multiple FSL, FSL, and Listener performed strongly on SynthB, while Residual underperformed across datasets.Source: §5.2 · pp. 17, 19
- Multiple FSL’s execution time and memory demands increase with labels because it processes all label-specific feature vectors in one combined batch; Listener generally had the highest execution time among extensions.FSL, Residual, and Multiple FSL had the best average execution times, with a slight advantage for FSL; Multiple FSL’s peak memory also scaled with feature count.Source: §5.2 · p. 18, §5.3 · p. 24
- On Breast, FSL, Listener, and Multiple FSL achieved significantly better prediction performance across labels, and their top-ranked feature subsets reached the best SVC score of 1.0 with fewer than 100 features.Multiple FSL alone improved label 0 clustering in weighted t-SNE; Output Aware required fewer than 200 features for comparable SVC results, while Residual performed worst.Source: §5.2 · pp. 21–22
- Only Output Aware and Multiple FSL distinguished label-specific features on SynthB and SynthC; Multiple FSL also improved label 0 separation on Breast, with reduced performance for other labels.On SynthC, Listener ranked relevant features broadly rather than by label, while Residual’s rankings were inconsistent; erasing label 0 features affected that label’s predictions most for Output Aware and Multiple FSL.Source: §5.2 · pp. 20, 22, §5.3 · p. 23
5.3. Proposed extensions results
- Multiple FSL consistently achieved the best results across datasets, while Output Aware degraded prediction metrics and underperformed on the high-feature, low-sample Breast dataset.Multiple FSL’s memory usage scales with both features and labels; processing classes separately reduced memory use but increased Breast execution time by an average 3.8× versus original FSL.Source: §5.3 · pp. 23–24
5.4. Comparative analysis with existent feature weighting algorithms
- 0.96, 0.96, and 0.94 F1 scores were achieved by Random Forest, Multiple FSL, and DeepSHAP, respectively, on SVC feature subsets; weighted features improved robustness for several methods.Multiple FSL, DeepSHAP, Random Forest, Lasso, and Decision Tree showed greater robustness when using weighted features.Source: §5.4 · pp. 27–28
- 30 informative SynthA features were consistently identified by Random Forest in the top-30 subset; Multiple FSL and DeepSHAP achieved average PIFS scores of 0.997 and 0.942, respectively.Most algorithms assigned high weights to at least 20 of the 30 informative features.Source: §5.4 · p. 27, Figure 12 · p. 29
- Wallis was the most stable algorithm across metrics; DeepSHAP and Multiple FSL also performed strongly, particularly on the Jaccard index.ReliefF and Lasso were stable on feature weights and rankings, but stability decreased on top-30 Jaccard scores, especially for ReliefF.Source: §5.4 · p. 29
- On Liver, Multiple FSL and Lasso achieved better sample separation by label in weighted t-SNE and had superior 2D silhouette performance.The comparison used general feature weights and averages over 11 executions.Source: §5.4 · p. 30, Table 11 · p. 34
- On Colorectal, only Multiple FSL significantly improved separation for label 1, with the highest performance across OVA scenarios; on Breast, label-specific weighting improved target-label visualization while suppressing features relevant to other labels.For Breast label 4, Lasso and Multiple FSL showed a rapid performance decline after only a few top-ranked features were erased; DeepSHAP required more erasures, while LIME did not accurately identify label-specific features.Source: §5.4 · pp. 30, 31, 38, 39, Table 16 · p. 39, Figure 19 · p. 40
- On SynthB, SAGE performed better on average for general feature weights, while Multiple FSL outperformed the other compared methods on label-specific weights.LassoNet was also included in the comparison; a label-1-specific weighted t-SNE visualization showed Multiple FSL’s superior label-specific capability.Source: §5.4 · p. 31
- On Breast, Multiple FSL ran in 39.89 ± 5.54 seconds, versus LIME at 487.27±21.86 s and LassoNet at 386.92±48.85 s, while TabNet’s peak GPU allocation exceeded 12 GB.Multiple FSL’s memory use grows with the number of labels rather than input features, linearly rather than quadratically; SAGE’s default Kernel estimator ran out of memory on Breast.Source: §5.4 · pp. 34–35, Table 12 · p. 35, Table 13 · p. 36
- On Isolet, label-specific weighting yielded mostly negative or near-zero silhouette coefficients; on Letter Recognition, all three evaluated methods reached F1-score plateaus by 15 enabled features.The Letter Recognition findings indicate that many features affect multiple classes, complicating identification of strictly label-specific features.Source: §5.4 · pp. 35–36, Table 14 · p. 37, Figure 17 · p. 38
- Multiple FSL had the lowest average ECE at 0.042, achieved the best calibration on four of nine datasets, and tied for the lowest score on XOR.Across the nine datasets, baseline ECE averaged 0.084, compared with FSL at 0.054, LassoNet at 0.066, and TabNet at 0.073; no post-hoc calibration was applied.Source: §5.4 · pp. 36–38, Table 15 · p. 38
5.5. Results
- Multiple FSL performed similarly to existing algorithms for general relevant features but showed superior ability to capture label-specific relationships, mainly on high-dimensional datasets with limited samples.The evaluation used feature erasure, weighted t-SNE, and SVC models trained on subsets of highly weighted features.Source: §5.5 · p. 40
6. Conclusions
Multiple FSL adds label-specific selection layers to embedded feature weighting, and the paper reports competitive identification of globally relevant features and superior identification of label-specific relevance. Its stated scope is tabular data, and its feature assessments depend on the predictive capacity of the underlying model.
6. Conclusions
- The authors identify Multiple FSL as the most promising of four proposed extensions, adding selection layers to identify relevant features per label.Synthetic datasets tested relevant-versus-noisy feature weighting; real-world evaluations used weighted t-SNE, SVC models, and feature erasure.Source: §6 · pp. 40–41
- Multiple FSL performs competitively in identifying general relevant features and better than established methods at identifying label-specific relevance.The comparison is reported alongside a linear increase in memory usage relative to post-hoc methods.Source: §6 · p. 41
- Multiple FSL is currently limited to tabular data because its global feature weights require each feature to retain a fixed meaning across samples.The authors explain that globally suppressing features could restrict flexibility for image patterns that vary by sample.Source: §6 · p. 41
- Feature relevance identified by Multiple FSL may not reflect real-world relevance when the underlying predictive model performs poorly or relies on overfitting shortcuts.The authors note that exposing features used in such cases can still help researchers detect and mitigate overfitting patterns.Source: §6 · p. 42
- Future work could test Multiple FSL with CNNs and Transformers and examine identified gene-expression features against known biomarkers.The authors also suggest investigating potential novel biomarkers.Source: §6 · pp. 42–43
CRediT authorship contribution statement
The contribution statement assigns study conceptualization and resources to MD and BIG, with roles spanning methodology, supervision, administration, and funding.
CRediT authorship contribution statement
- JPSS contributed software, investigation, writing review and editing, and visualization; MD and BIG shared conceptualization, resources, writing review and editing, project administration, and funding acquisition.MD also contributed supervision; BIG also contributed methodology.Source: CRediT authorship contribution statement · p. 43
Appendix A. Feature weighting algorithms
Appendix A introduces five consolidated feature-weighting algorithms used in the experiments.
Appendix A. Feature weighting algorithms
- The appendix covers Kruskal–Wallis, ReliefF, Decision Tree, Random Forest, and LASSO feature-weighting algorithms.Their descriptions are organized in Appendices A.1 through A.5.Source: Appendix A · p. 50
Appendix A.1. Kruskal–Wallis filter
The Kruskal–Wallis filter scores features by testing whether their values differ across label-defined groups.
Appendix A.1. Kruskal–Wallis filter
- For each feature, the Kruskal–Wallis procedure partitions values by label and calculates a statistic to test whether the groups differ significantly.The resulting feature weights can identify features that differentiate labels.Source: Appendix A.1 · p. 50
Appendix A.2. ReliefF
ReliefF estimates feature weights by comparing each instance with nearby same-label hits and different-label misses. Miss contributions are weighted by label priors.
Appendix A.2. ReliefF
- ReliefF updates feature weights using each instance’s feature values, its same-label nearest hits, and nearest misses from other labels.It initializes all weights to zero and uses the feature-wise difference function when estimating updates.Source: Appendix A.2 · p. 50
- Miss contributions are weighted by each label’s training-set prior, normalized by the total prior probability of the miss labels.The normalization divides by 1 − P(label(Ri)).Source: Appendix A.2 · p. 50
- The user-defined neighbor count k controls the locality of ReliefF’s weight estimates.The passage says k can be set to 10 for most purposes.Source: Appendix A.2 · p. 50
Appendix A.3. Decision Tree
Decision Trees recursively partition feature space into subdomains, with predictions following branches to a single-label leaf. Feature relevance can be computed from reductions in a splitting criterion.
Appendix A.3. Decision Tree
- A Decision Tree recursively splits feature space until regions contain only single-label examples, with predictions following branch nodes to a leaf.Information Gain and Gini Index are common splitting criteria.Source: Appendix A.3 · p. 51
- Feature relevance is the normalized total reduction in the splitting criterion attributable to a feature, also called Gini importance.Source: Appendix A.3 · p. 51
- Decision Trees comprise branch nodes containing multiple labels and leaf nodes containing a single label.Source: Appendix A.3 · p. 51
Appendix A.4. Random Forest
Random Forest averages feature-importance scores across its component trees. LASSO uses an l1 penalty to shrink regression coefficients, potentially eliminating features.
Appendix A.4. Random Forest
- Random Forest averages feature-importance scores across its trees to produce a single feature-weight vector.Combining trees is designed to reduce overfitting, though it reduces interpretability.Source: Appendix A.4 · p. 51
Appendix A.5. Least absolute shrinkage and selection operator (LASSO)
- LASSO selects features whose regression coefficients remain non-zero.The method is described as an embedded feature-weighting approach.Source: Appendix A.5 · p. 51
- LASSO adds a non-negative λ-weighted l1 penalty to the residual-sum-of-squares objective, shrinking coefficient estimates as λ increases.Sufficiently large λ can shrink all coefficients to zero, eliminating all variables.Source: Appendix A.5 · p. 52
- LASSO is presented as useful for large-p, small-n problems, where shrinking and removing coefficients can reduce variance without substantially increasing bias.The passage also associates removal of irrelevant features with reduced overfitting.Source: Appendix A.5 · p. 52
Appendix B. Feature weighting evaluation
The evaluation combines synthetic feature-recovery tests, feature erasure, subset-trained predictors, weighted t-SNE, and stability measures. These methods address different aspects of feature relevance and its consistency.
Appendix B. Feature weighting evaluation
- The evaluation uses five complementary approaches: synthetic feature recovery, feature erasure, subset-trained predictors, weighted t-SNE, and stability comparisons.Source: Appendix B · p. 52
Appendix B.1. Informative features
- Synthetic datasets provide known label-relevant features, enabling top-n feature subsets to be assessed with PIFS and PSFI.PIFS measures the share of informative features recovered; PSFI measures the share of selected features that are informative.Source: Appendix B.1 · p. 53
Appendix B.2. Feature erasure
- Feature erasure masks selected features by setting them to zero and assesses their relevance through the resulting change in predictive performance.Zero is used because normalized input features have mean zero; feature erasure is mainly suited to methods integrated with or applied after a model.Source: Appendix B.2 · p. 53
Appendix B.3. Selection performance on new models
- For each selected feature subset, a new predictor is trained and evaluated using classification metrics including F1 score, precision, recall, and accuracy.Source: Appendix B.3 · p. 54
Appendix B.4. Weighted t-SNE
- Weighted t-SNE scales dimensions by feature weights, giving higher-weighted dimensions more influence on point distances and their visualization positions.Label-specific weights can be used to visualize whether a chosen label is distinguished from others.Source: Appendix B.4 · p. 54
Appendix B.5. Stability
- Stability is assessed by comparing feature-weighting outputs across stratified k-fold training runs using Jaccard, Spearman, and Pearson similarity measures.Correlated informative features and high-dimensional, low-sample data are identified as factors that can make feature weighting unstable.Source: Appendix B.5 · pp. 54–55
Appendix C. Complementary Experiments
Appendix C adds complementary feature-ranking, stability, visualization, and predictive analyses across synthetic and real datasets. Its results include label-specific F1 comparisons and cases where feature weights favor labels other than those a feature was designed to inform.
Appendix C. Complementary Experiments
- The complementary experiments used 11-fold stratified cross-validation and dataset-specific training settings; idealized weighted t-SNE references were possible for synthetic data, but not microarray data with unknown informative features.The synthetic reference assigned weights of 1.0 to informative features and 0.0 to non-informative features.Source: Appendix C · p. 56, Figure C.1 · p. 57, Figure C.2 · p. 58
- On XOR, feature rankings varied across executions, yet informative and non-informative features remained separated; subset analyses also examined selection consistency across synthetic datasets.The subset analyses report PIFS and PSFI across increasing top-n selections for XOR, SynthA, SynthB, and SynthC.Source: Appendix C · p. 56, Figure C.3 · p. 59, Figure C.7 · p. 63
- On SynthB, Multiple FSL and Output Aware gave the highest weights to label-relevant features, while Listener weighted relevant features highly but struggled to prioritize them by label.For informative_for_labels_R_1, Listener assigned similar normalized weights across labels: 0.822 for label 0, 0.9 for label 1, and 0.917 for label 2; Residual’s label-specific weighting was inconsistent.Source: Appendix C · pp. 56, 58, 59, Figure C.9 · p. 65
- On SynthC, all extensions assigned the highest weight for informative_per_label_L_0_1 to label 2, although the feature is described as relevant to labels 0 and 1.The authors hypothesize that the model may prioritize the feature for differentiating label 2.Source: Appendix C · p. 59, Table C.2 · p. 59
- On SynthB, Kruskal–Wallis had the highest stability, followed by Random Forest, ReliefF, and Lasso; Multiple FSL scored highly on Jaccard and Spearman, while DeepSHAP had a slightly higher Pearson score.Jaccard compares top-feature set overlap; Spearman and Pearson assess ranking and weight correlations, respectively.Source: Appendix C · p. 63, Table C.4 · p. 69
- On Letter Recognition, Multiple FSL had the highest label-specific F1 scores, followed by LassoNet; on Isolet, TabNet led and Multiple FSL followed closely, while Lasso performed worst on both datasets.Multiple FSL still outperformed the baseline and LassoNet on Isolet, despite slightly lower scores than TabNet for labels F and S.Source: Appendix C · pp. 63, 66, Table C.6 · p. 72, Table C.7 · p. 73
ReliefF
The comparison describes embedded selectors and post-hoc methods in terms of their weighting mechanisms and inference overhead. It also reports Multiple FSL’s calibration across datasets.
ReliefF
- The FSL family applies an input-masking gate before a differentiable classifier, making the gate architecture-agnostic in design.The comparison notes partial architecture overhead for FSL-family methods.Source: Table C.8
- Output Aware selects a gate using batch labels during training and sums label gates at inference; Multiple FSL instead batches label-specific inputs into one matrix multiplication.The comparison says this batched operation has the same total FLOPs as sequential per-label classifier runs, but is more amenable to GPU parallelization.Source: Table C.8
- Post-hoc and filter methods add no inference overhead, whereas embedded weighting is integrated into prediction; LassoNet and TabNet have higher processing times than simple embedded models.The table distinguishes the computational impact of the weighting mechanism from the overall architecture.Source: Table C.8
- Across datasets, Multiple FSL is reported to achieve highly calibrated probabilities without post-hoc adjustments.The caption defines lower Expected Calibration Error as better calibration.Source: Table C.9 · p. 75
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