{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/on-the-selection-stability-of-stability","title":"On the Selection Stability of Stability Selection and Its Applications","arxiv_id":"2411.09097","date":"2024-11-14","proceeding":null,"authors":["Mahdi Nouraie","Samuel Muller"],"abstract":"Stability selection is a widely adopted resampling-based framework for high-dimensional variable selection. This paper seeks to broaden the use of an established stability estimator to evaluate the overall stability of the stability selection results, moving beyond single-variable analysis. We suggest that the stability estimator offers two advantages: it can serve as a reference to reflect the robustness of the results obtained, and it can help identify a Pareto optimal regularization value to improve stability. By determining the regularization value, we calibrate key stability selection parameters, namely, the decision-making threshold and the expected number of falsely selected variables, within established theoretical bounds. In addition, the convergence of stability values over successive sub-samples sheds light on the required number of sub-samples addressing a notable gap in prior studies. The \\texttt{stabplot} R package is developed to facilitate the use of the methodology featured in this paper.","url_abs":"https://arxiv.org/abs/2411.09097v3","url_pdf":"https://arxiv.org/pdf/2411.09097v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"on-the-selection-stability-of-stability","repo_url":"https://github.com/MahdiNouraie/Stable-Stability-Selection","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null},{"paper_slug":"on-the-selection-stability-of-stability","repo_url":"https://github.com/MahdiNouraie/stabplot","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"decision-making","task_name":"Decision Making"},{"task_slug":"variable-selection","task_name":"Variable Selection"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}