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

Table 4

Advantages and disadvantages of all stability measures.

Stability measure	Advantages	Disadvantages
SN	—	Small spread for large models
SO	—	Small spread for large models
SD	—	Small spread for large models
SZ	—	Small spread for large models
SJ	Large overall spread	Small spread for large models
SD-0	Large overall spread	Small spread for large models
SD-,	—	The value of is arbitrary but has a strong impact
SL	—	Medium sized models cannot achieve as high stability values as small or large models can
SC	Large spread for most model sizes	—
SS	Large spread for most model sizes	—