Doubly stable feature selection perturbs the design matrix with increasing additive noise, fits a base selector like Lasso on each perturbed version, and aggregates selection frequencies to identify features stable across both subsampling and design noise levels.
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2D Stability Selection: Design Jittering for Doubly Stable Feature Selection
Doubly stable feature selection perturbs the design matrix with increasing additive noise, fits a base selector like Lasso on each perturbed version, and aggregates selection frequencies to identify features stable across both subsampling and design noise levels.
- S2MAM: Semi-supervised Meta Additive Model for Robust Estimation and Variable Selection