scikit-learn-contrib / stability-selection

scikit-learn compatible implementation of stability selection.
BSD 3-Clause "New" or "Revised" License
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'1/C' syntax for `lambda_name` in `StabilitySelection` class #28

Open a-n-ermakov opened 5 years ago

a-n-ermakov commented 5 years ago

Different estimators have different penalty param names, and also have different meanings:

Besides that, plot_stability_path generates different plots for such estimators (shrinking on left or right sides of plot).

Using 1/C syntax it's possible to synchronize these meanings and make it more intuitive.