Correlation of input variables in ANN

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.

Answer 1

[Greg Heath]

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.

Answer 2

[Matthew Eicholtz]

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).

[Rita]

Thanks . I mean mse and R Squared of Ann.I am using matlab .