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:

• Stability estimates.
• The variance of the estimates.
• Confidence intervals for the population stability.
• A hypothesis test allowing to compare the population stabilities of two feature selection procedures.
• A hypothesis test to check whether a population stability is greater than a given threshold.
• A demo in HTML (CLICK HERE) showing how to use this package and providing illustratating its use on real-data scenarios. You can also download the Jupyter Notebook.

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.