While the success of deep neural networks (DNNs) is well-established across a variety of domains, our ability to explain and interpret these methods is limited. Unlike previously proposed local methods which try to explain particular classification decisions, we focus on global interpretability and ask a universally applicable question: given a trained model, which features are the most important? In the context of neural networks, a feature is rarely important on its own, so our strategy is specifically designed to leverage partial covariance structures and incorporate variable dependence into feature ranking. Our methodological contributions in this paper are two-fold. First, we propose an effect size analogue for DNNs that is appropriate for applications with highly collinear predictors (ubiquitous in computer vision). Second, we extend the recently proposed "RelATive cEntrality" (RATE) measure (Crawford et al., 2019) to the Bayesian deep learning setting. RATE applies an information theoretic criterion to the posterior distribution of effect sizes to assess feature significance. We apply our framework to three broad application areas: computer vision, natural language processing, and social science.
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