scikit-learn-contrib / stability-selection

scikit-learn compatible implementation of stability selection.
BSD 3-Clause "New" or "Revised" License
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suggested reading: paper with example usage of stability selection #35

Open damianosmel opened 3 years ago

damianosmel commented 3 years ago

Hey, thank you very much for developing this code, so all of us can use it through sk-learn :)

I have seen your blog post that gives a very good understanding of the method. In the reference papers section you do cite the original paper. I would suggest to add this more practical paper about the methods: Bühlmann, Peter, Markus Kalisch, and Lukas Meier. "High-dimensional statistics with a view toward applications in biology." (2014). paper link

At least this paper helped me to grasp the basics on these feature selection methods, without going to original publication. (of course the original publication of the method is the reading source, but depending on the statistics background a developer/researcher should choose the correct reading)

Hopefully, this addition helps more people that will use your package to understand the stability selection method/idea. :)