Classic feature selection techniques remove those features that are either
irrelevant or redundant, achieving a subset of relevant features that help to
provide a better knowledge extraction. This allows the creation of compact
models that are easier to interpret. Most of these techniques work over the
whole dataset, but they are unable to provide the user with successful
information when only instance information is needed. In short, given any
example, classic feature selection algorithms do not give any information about
which the most relevant information is, regarding this sample. This work aims
to overcome this handicap by developing a novel feature selection method,
called Saliency-based Feature Selection (SFS), based in deep-learning saliency
techniques. Our experimental results will prove that this algorithm can be
successfully used not only in Neural Networks, but also under any given
architecture trained by using Gradient Descent techniques
