I am trying to get the variables that are stably selected across CV runs of my Diablo model.
MyPerf.diablo ← perf(tuned.diablo, validation = ‘Mfold’, folds = 5,
nrepeat = 10,
dist = ‘centroids.dist’)
MyPerf.diablo$features$stable already returns a stability selection % for each nrep.
I thought that the stability selection was the frequency of selection (i.e. 8 times) / 10 nreps
Why do we get a % for each nreps and how could I then extract the overall stability selection of particular features?