Stability Selection¶
Meinshausen, N., & Bühlmann, P. (2010). Stability Selection. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 72(4), 417-473.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Mechanisms¶
- Feature Selection Pass
- Its central failure mode is instability: with many correlated weak predictors, which specific variables get selected can swing dramatically across samples, so a single pass can crown a spurious subset that looks decisive and fails to transfer.
This sourceIntroduces subsampling-based stability selection to address instability in variable selection.
- Its central failure mode is instability: with many correlated weak predictors, which specific variables get selected can swing dramatically across samples, so a single pass can crown a spurious subset that looks decisive and fails to transfer.
Verification¶
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Registry ID ref:91e6d1b88fb0 · see in the full table