2019 - On The Stability of Feature Selection in the Presence of Feature Correlations

Matlab code for the methods presented in the paper (under review)
On The Stability of Feature Selection in the Presence of Feature Correlations, K. Sechidis, K. Papangelou, S. Nogueira, J. Weatherall, and G. Brown

• effectiveStabilityWithRedundancy.m - Implements our stability measure that takes into account feature redundancy

Tutorial

The tutorial 'Tutorial_Stability.m' presents how to estimate stability of LASSO, Elastic Net, Random Forest and CMIM using our suggested method.