stabs
From MaRDI portal
Stabs
Description
Resampling procedures to assess the stability of selected variables with additional finite sample error control for high-dimensional variable selection procedures such as Lasso or boosting. Both, standard stability selection (Meinshausen & Buhlmann, 2010, <doi:10.1111/j.1467-9868.2010.00740.x>) and complementary pairs stability selection with improved error bounds (Shah & Samworth, 2013, <doi:10.1111/j.1467-9868.2011.01034.x>) are implemented. The package can be combined with arbitrary user specified variable selection approaches.
Cited in
(18)- highMLR
- knockoff
- DIFboost
- Gradient boosting for distributional regression: faster tuning and improved variable selection via noncyclical updates
- mboost
- High-dimensional variable selection via low-dimensional adaptive learning
- FDboost
- gamboostLSS
- selectiveInference
- qut
- AUC
- Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles
- palasso
- tilting
- hmeasure
- CRE
- mermboost
- boostrq
This page was built for software: stabs