arXiv Machine Learning By Jo\~ao Kenji Suwa, Jo\~ao Pedro Silveira e Silva, Bruno Iochins Grisci

Post-Hoc Feature Selection Layer for Neural Networks Interpretability

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The paper introduces a post‑hoc Feature Selection Layer (FSL) that can be added to frozen pre‑trained neural networks on tabular data to highlight the most important features. This lightweight, trainable module fine‑tunes feature weights based on the original model’s outputs without altering its architecture or parameters. Experiments on synthetic and real‑world datasets show that the post‑hoc FSL preserves predictive performance while improving interpretability, outperforming other post‑hoc methods such as Integrated Gradients and SHAP.

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