Consistent selection of tuning parameters via variable selection stability

Mathematics

• Parameter Selection 100%
• Tuning 91%
• Variable Selection 80%
• Penalized Regression 70%
• Parameter Tuning 63%
• Model Fitting 62%
• Regression Model 42%
• Prostate Cancer 36%
• Prediction Error 30%
• Probability Model 30%
• High-dimensional Data 29%
• Cross-validation 29%
• Sparsity 27%
• Trade-offs 26%
• Data analysis 23%
• Performance 15%
• Model 8%

Engineering & Materials Science

• Tuning 60%