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

<div>Scatter plot for all pairs of stability measures based on all 12,000 configurations. The order of the stability measures allows identifying groups of similar measures easily.</div>

Computational and Mathematical Methods in Medicine

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Figure 5

Figure 5: A Multicriteria Approach to Find Predictive and Sparse Models with Stable Feature Selection for High-Dimensional Data 