Stability selection for lasso with weights based on auc

HIGHLIGHTS

• who: Yonghan Kwon from the DepartmentYonsei University have published the paper: Stability selection for LASSO with weights based on AUC, in the Journal: Scientific Reports Scientific Reports of 28/03/2023
• what: The authors propose a new variable selection method called the weighted stability selection, which weighs the variable frequency based on the complementary pair stability selection presented by Shah and u00adSamworth4.
• how: The authors obtained 50 AUC values of the models fitted to the validation set using the variables selected by each variable selection method. This paper proposes a weighted stability selection . . .
  

   

  

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