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Stability selection for LASSO with weights based on AUC

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. Through an...

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Detalles Bibliográficos
Autores principales: Kwon, Yonghan, Han, Kyunghwa, Suh, Young Joo, Jung, Inkyung
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10063650/
https://www.ncbi.nlm.nih.gov/pubmed/36997611
http://dx.doi.org/10.1038/s41598-023-32517-4