A Multicriteria Approach to Find Predictive and Sparse Models with Stable Feature Selection for High-Dimensional Data

<div>PCA plot of the data set <span class="monospace">AP_Breast_Ovary</span>. The first two principal components explain 12.89% of the data variation.</div>

Computational and Mathematical Methods in Medicine

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Figure 1

Figure 1: A Multicriteria Approach to Find Predictive and Sparse Models with Stable Feature Selection for High-Dimensional Data 