On the Use of Spearman's Rho to Measure the Stability of Feature Rankings
نویسندگان
چکیده
Producing stable feature rankings is critical in many areas, such as in bioinformatics where the robustness of a list of ranked genes is crucial to interpretation by a domain expert. In this paper, we study Spearman’s rho as a measure of stability to training data perturbations not just as a heuristic, but here proving that it is the natural measure of stability when using mean rank aggregation. We provide insights on the properties of this stability measure, allowing a useful interpretation of stability values e.g. how close a stability value is to that of a purely random feature ranking process, and concepts such as the expected value of a stability estimator.
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