How to plot Stability and/or Accuracy versus number of features?
I would like to plot the Stability of a feature selection operator as a function of the number of features (I would like to reproduce Fig. 6 of the attached .pdf, which I believe is useful for the community). For instance, I can use the "Feature Selection Stability Validation" operator that comes with the Feature Selection Extension. Inside this operator, I could use any other feature selection operator, e.g., "MRMR-FS" or "SVM-RFE". Then I would like to plot the stability of the feature selection against the number of features. I believe, this would give me a better feeling for the number of features to keep for further processing and modelling.
The same idea could be used to plot any performance metric, or runtime, or etc, against the number of features, a sort of "Learning curve" but instead of the number of examples, we use the number of features.
I hope the question is clear enough and I thank you all for your input.