An integrated model based on feedforward neural network and Taylor expansion for indicator correlation elimination

Abstract

Existing correlation processing strategies make up for the defect that most evaluation algorithms do not consider the independence between indicators. However, these solutions may change the indicator system’s internal connection, affecting the final evaluation result’s interpretability and accuracy. Besides, traditional independent analysis methods cannot accurately describe the complex multivariate correlation based on the linear relationship. Aimed at these problems, we propose an indicators correlation elimination algorithm based on the feedforward neural network and Taylor expansion (NNTE). Firstly, we propose a generalized n-power correlation and a feedforward neural network to express the relationship between indicators quantitatively. Secondly, the low-order Taylor expression expanded at every sample is pointed to eliminate nonlinear relationships. Finally, to control the expansions’ accuracy, the layer-by-layer stripping method is presented to reduce the dimensionality of the correlations among multiple indicators gradually. This procedure continues to iterate until there are all simple two-dimensional correlations, eliminating multiple variables’ correlations. To compare the elimination efficiency, the ranking accuracy is proposed to measure the distance of the resulting sequence to the benchmark sequence. Under Cleveland and KDD99 two datasets, the ranking accuracy of the NNTE method is 71.64% and 96.41%, respectively. Compared with other seven common elimination methods, our proposed method’s average increase is 13.67% and 25.13%, respectively.