Splines-Based Feature Importance in Kolmogorov-Arnold Networks: A Framework for Supervised Tabular Data Dimensionality Reduction
Ange-Clément Akazan, Verlon Roel Mbingui
TL;DR
The paper tackles the challenge of feature selection for high-dimensional tabular data by leveraging Kolmogorov-Arnold Networks (KANs) that express feature transformations with trainable splines. It introduces four feature-importance criteria—KAN-L1, KAN-L2, KAN-SI, and KAN-KO—derived from the spline-parameter blocks and gradient/Majorization principles, and evaluates them against standard baselines on classification and regression benchmarks with leakage-safe cross-validation. Across diverse datasets, KAN-L2, KAN-SI, and KAN-KO often match or exceed traditional selectors, exhibit stable and non-redundant feature subsets, and offer interpretable nonlinear feature relevance, while KAN-L1 can over-prune in noisy or correlated settings. The findings suggest KAN-based feature selection as a robust, interpretable alternative to sparsity- or impurity-based methods, with practical implications for dimensionality reduction in real-world tabular tasks; limitations include slower training relative to linear or tree-based baselines, pointing to future work on accelerated KAN variants and distillation techniques.
Abstract
Feature selection is a key step in many tabular prediction problems, where multiple candidate variables may be redundant, noisy, or weakly informative. We investigate feature selection based on Kolmogorov-Arnold Networks (KANs), which parameterize feature transformations with splines and expose per-feature importance scores in a natural way. From this idea we derive four KAN-based selection criteria (coefficient norms, gradient-based saliency, and knockout scores) and compare them with standard methods such as LASSO, Random Forest feature importance, Mutual Information, and SVM-RFE on a suite of real and synthetic classification and regression datasets. Using average F1 and $R^2$ scores across three feature-retention levels (20%, 40%, 60%), we find that KAN-based selectors are generally competitive with, and sometimes superior to, classical baselines. In classification, KAN criteria often match or exceed existing methods on multi-class tasks by removing redundant features and capturing nonlinear interactions. In regression, KAN-based scores provide robust performance on noisy and heterogeneous datasets, closely tracking strong ensemble predictors; we also observe characteristic failure modes, such as overly aggressive pruning with an $\ell_1$ criterion. Stability and redundancy analyses further show that KAN-based selectors yield reproducible feature subsets across folds while avoiding unnecessary correlation inflation, ensuring reliable and non-redundant variable selection. Overall, our findings demonstrate that KAN-based feature selection provides a powerful and interpretable alternative to traditional methods, capable of uncovering nonlinear and multivariate feature relevance beyond sparsity or impurity-based measures.
