How to get feature rank while using advise(NEURAL)

I'm practicing feature selection. I got stuck in getting feature rank and profit factor at the same time.

How can I get feature rank/importance while using advise(NEURAL) with simple linear regression like lm() in each WFO cycle?

Thanks.

Feature rank is a separate process that you do before training the network. There are several R packages for generating feature rank, f.i. Boruta.