Randomized LASSO example

An example plot of the stability scores for each variable after fitting stability_selection.StabilitySelection with stability_selection.RandomizedLasso

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Out:

Fitting estimator for lambda = 0.00100 (1 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.00604 (2 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.01108 (3 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.01612 (4 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.02116 (5 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.02620 (6 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.03124 (7 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.03628 (8 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.04132 (9 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.04636 (10 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.05140 (11 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.05644 (12 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.06148 (13 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.06653 (14 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.07157 (15 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.07661 (16 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.08165 (17 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.08669 (18 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.09173 (19 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.09677 (20 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.10181 (21 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.10685 (22 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.11189 (23 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.11693 (24 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.12197 (25 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.12701 (26 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.13205 (27 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.13709 (28 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.14213 (29 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.14717 (30 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.15221 (31 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.15725 (32 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.16229 (33 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.16733 (34 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.17237 (35 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.17741 (36 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.18245 (37 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.18749 (38 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.19254 (39 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.19758 (40 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.20262 (41 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.20766 (42 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.21270 (43 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.21774 (44 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.22278 (45 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.22782 (46 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.23286 (47 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.23790 (48 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.24294 (49 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.24798 (50 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.25302 (51 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.25806 (52 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.26310 (53 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.26814 (54 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.27318 (55 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.27822 (56 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.28326 (57 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.28830 (58 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.29334 (59 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.29838 (60 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.30342 (61 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.30846 (62 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.31351 (63 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.31855 (64 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.32359 (65 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.32863 (66 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.33367 (67 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.33871 (68 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.34375 (69 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.34879 (70 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.35383 (71 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.35887 (72 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.36391 (73 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.36895 (74 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.37399 (75 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.37903 (76 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.38407 (77 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.38911 (78 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.39415 (79 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.39919 (80 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.40423 (81 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.40927 (82 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.41431 (83 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.41935 (84 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.42439 (85 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.42943 (86 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.43447 (87 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.43952 (88 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.44456 (89 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.44960 (90 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.45464 (91 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.45968 (92 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.46472 (93 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.46976 (94 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.47480 (95 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.47984 (96 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.48488 (97 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.48992 (98 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.49496 (99 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.50000 (100 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.00100 (1 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.00604 (2 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.01108 (3 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.01612 (4 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.02116 (5 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.02620 (6 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.03124 (7 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.03628 (8 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.04132 (9 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.04636 (10 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.05140 (11 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.05644 (12 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.06148 (13 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.06653 (14 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.07157 (15 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.07661 (16 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.08165 (17 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.08669 (18 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.09173 (19 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.09677 (20 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.10181 (21 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.10685 (22 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.11189 (23 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.11693 (24 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.12197 (25 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.12701 (26 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.13205 (27 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.13709 (28 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.14213 (29 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.14717 (30 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.15221 (31 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.15725 (32 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.16229 (33 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.16733 (34 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.17237 (35 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.17741 (36 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.18245 (37 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.18749 (38 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.19254 (39 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.19758 (40 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.20262 (41 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.20766 (42 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.21270 (43 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.21774 (44 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.22278 (45 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.22782 (46 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.23286 (47 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.23790 (48 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.24294 (49 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.24798 (50 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.25302 (51 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.25806 (52 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.26310 (53 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.26814 (54 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.27318 (55 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.27822 (56 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.28326 (57 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.28830 (58 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.29334 (59 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.29838 (60 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.30342 (61 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.30846 (62 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.31351 (63 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.31855 (64 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.32359 (65 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.32863 (66 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.33367 (67 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.33871 (68 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.34375 (69 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.34879 (70 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.35383 (71 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.35887 (72 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.36391 (73 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.36895 (74 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.37399 (75 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.37903 (76 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.38407 (77 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.38911 (78 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.39415 (79 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.39919 (80 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.40423 (81 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.40927 (82 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.41431 (83 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.41935 (84 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.42439 (85 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.42943 (86 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.43447 (87 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.43952 (88 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.44456 (89 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.44960 (90 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.45464 (91 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.45968 (92 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.46472 (93 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.46976 (94 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.47480 (95 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.47984 (96 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.48488 (97 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.48992 (98 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.49496 (99 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.50000 (100 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.00100 (1 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.00604 (2 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.01108 (3 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.01612 (4 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.02116 (5 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.02620 (6 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.03124 (7 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.03628 (8 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.04132 (9 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.04636 (10 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.05140 (11 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.05644 (12 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.06148 (13 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.06653 (14 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.07157 (15 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.07661 (16 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.08165 (17 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.08669 (18 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.09173 (19 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.09677 (20 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.10181 (21 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.10685 (22 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.11189 (23 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.11693 (24 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.12197 (25 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.12701 (26 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.13205 (27 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.13709 (28 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.14213 (29 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.14717 (30 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.15221 (31 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.15725 (32 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.16229 (33 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.16733 (34 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.17237 (35 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.17741 (36 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.18245 (37 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.18749 (38 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.19254 (39 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.19758 (40 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.20262 (41 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.20766 (42 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.21270 (43 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.21774 (44 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.22278 (45 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.22782 (46 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.23286 (47 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.23790 (48 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.24294 (49 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.24798 (50 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.25302 (51 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.25806 (52 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.26310 (53 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.26814 (54 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.27318 (55 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.27822 (56 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.28326 (57 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.28830 (58 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.29334 (59 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.29838 (60 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.30342 (61 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.30846 (62 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.31351 (63 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.31855 (64 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.32359 (65 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.32863 (66 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.33367 (67 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.33871 (68 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.34375 (69 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.34879 (70 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.35383 (71 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.35887 (72 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.36391 (73 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.36895 (74 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.37399 (75 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.37903 (76 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.38407 (77 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.38911 (78 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.39415 (79 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.39919 (80 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.40423 (81 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.40927 (82 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.41431 (83 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.41935 (84 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.42439 (85 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.42943 (86 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.43447 (87 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.43952 (88 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.44456 (89 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.44960 (90 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.45464 (91 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.45968 (92 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.46472 (93 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.46976 (94 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.47480 (95 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.47984 (96 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.48488 (97 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.48992 (98 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.49496 (99 / 100) on 100 bootstrap samples
Fitting estimator for lambda = 0.50000 (100 / 100) on 100 bootstrap samples

import numpy as np

from sklearn.utils import check_random_state
from stability_selection import StabilitySelection, RandomizedLasso, plot_stability_path


def generate_experiment_data(n=200, p=200, rho=0.6, random_state=3245):
    rng = check_random_state(random_state)

    sigma = np.eye(p)
    sigma[0, 2] = rho
    sigma[2, 0] = rho
    sigma[1, 2] = rho
    sigma[2, 1] = rho

    X = rng.multivariate_normal(mean=np.zeros(p), cov=sigma, size=(n,))
    beta = np.zeros(p)
    beta[:2] = 1.0
    epsilon = rng.normal(0.0, 0.25, size=(n,))

    y = np.matmul(X, beta) + epsilon

    return X, y


if __name__ == '__main__':
    n, p = 200, 200
    rho = 0.6

    X, y = generate_experiment_data()
    lambda_grid = np.linspace(0.001, 0.5, num=100)

    for weakness in [0.2, 0.5, 1.0]:
        estimator = RandomizedLasso(weakness=weakness)
        selector = StabilitySelection(base_estimator=estimator, lambda_name='alpha',
                                      lambda_grid=lambda_grid, threshold=0.9, verbose=1)
        selector.fit(X, y)

        fig, ax = plot_stability_path(selector)
        fig.show()