We present a neural network based approach for identifying salient features for classification in feed-forward neural networks. Our approach involves neural network training with an augmented cross-entropy error function. The augmented error function forces the neural network to keep low derivatives of the transfer functions of neurons when learning a classification task. Such an approach reduces output sensitivity to the input changes. Feature selection is based on the reaction of the cross-validation data set classification error due to the removal of the individual features. We compared the approach with five other feature selection methods, each of which banks on different concept. The algorithm developed outperformed the other methods by achieving a higher classification accuracy on all the problems tested.