A Python Package for Stability of Feature Selection
We provide a Python package called stability (the stability folder of this link ).
The package includes all tools of the paper:
"On the Stability of Feature Selection.". Nogueira, Sechidis and Brown. Journal of Machine Learning Reasearch (JMLR). 2018. (Accepted for publication with minor corrections)
including the functions to compute: We also provide a webtool here, allowing to drag-and-drop a file with feature selection outputs and provide the corresponding stability estimate, its variance, confidence intervals and hypothesis tests.