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On the Selection Stability of Stability Selection and Its Applications

Nouraie, Mahdi et al.
arXiv (All) · Papers
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computationmachine-learningmethodology
Stability selection is a widely adopted resampling-based framework for high-dimensional variable selection. This paper seeks to broaden the use of an established stability estimator to evaluate the overall stability of the stability selection results, moving beyond single-variable analysis. We sugge
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