Neural Additive and Basis Models with Feature Selection and Interactions

Deep neural networks (DNNs) exhibit attractive performance in various fields but often suffer from low interpretability. The neural additive model (NAM) and its variant called the neural basis model (NBM) use neural networks (NNs) as nonlinear shape functions in generalized additive models (GAMs). Both models are highly interpretable and exhibit good performance and flexibility for NN training. NAM and NBM can provide and visualize the contribution of each feature to the prediction owing to GAM-based architectures. However, when using two-input NNs to consider feature interactions or when applying them to high-dimensional datasets, training NAM and NBM becomes intractable due to the increase in the computational resources required. This paper proposes incorporating the feature selection mechanism into NAM and NBM to resolve computational bottlenecks. We introduce the feature selection layer in both models and update the selection weights during training. Our method is simple and can reduce computational costs and model sizes compared to vanilla NAM and NBM. In addition, it enables us to use two-input NNs even in high-dimensional datasets and capture feature interactions. We demonstrate that the proposed models are computationally efficient compared to vanilla NAM and NBM, and they exhibit better or comparable performance with state-of-the-art GAMs.