Research Article

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

Table 6

Stability values for the configurations in Table 5. The ID column references Table 5. “—” means that the configuration is not Pareto optimal for the corresponding stability measure.

ID1 − SJ 1 − SJ 1 − SC 1 − SC 1 − SD-1 1 − SD-11 − SD-10 1 − SD-10
(train)(test)(train)(test)(train)(test)(train)(test)

1 0.039 0.046 0.021 0.025
2 0.040 0.054 0.021 0.029
3 0.041 0.060 0.021 0.032 0.062 0.091
4 0.047 0.060 0.025 0.032 0.066 0.097
5 0.063 0.054 0.034 0.028 0.081 0.073
6 0.072 0.057 0.038 0.030 0.100 0.090 0.243 0.234
7 0.178 0.340 0.100 0.208
8 0.206 0.283 0.117 0.169 0.247 0.447 0.255 0.453
9 0.482 0.503 0.325 0.341 0.597 0.561 0.605 0.570

10 0.345 0.284 0.240 0.195 0.455 0.441 1.000 1.000
11 0.131 0.158 0.075 0.092 0.253 0.277 0.879 0.903