Qu'est-ce que « Feature selection, stability selection » ?

Feature selection chooses a subset of candidate features to use. Stability selection runs a selection procedure (the lasso’s nonzero coefficients, a model’s top features) on many random half-samples and keeps the features selected in a share of them above a threshold $\pi_{\mathrm{thr}}\in(\frac12, 1]$ (Meinshausen and Bühlmann, 2010).