I am learning Neural network and facing this scenario.
Say in my input, X has 20-30 features, and Y is a classification (e.g. 1,2,3,4, 5).
What I need is to find the features that contribute most to the output Y (i.e. the most important features).
Base on my limited understanding about neural network and machine learning, random forest is the model that can give out this information. For neural network, I am not really sure it can achieve what I want.
Is it possible that someone give more ideas?