Stability selection for LASSO with weights based on AUC
Abstract Stability selection is a variable selection algorithm based on resampling a dataset. Based on stability selection, we propose weighted stability selection to select variables by weighing them using the area under the receiver operating characteristic curve (AUC) from additional modelling. T...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2023-03-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-023-32517-4 |