robustmodelmaker 0.3.0

A reproducible stability-selection pipeline for scientific machine learning

RobustModelMaker

A reproducible model-building pipeline for small-to-medium scientific datasets.

RobustModelMaker (ROBUST) combines bootstrap stability selection with leakage-safe nested cross-validation to identify a stable, minimal feature subset and produce honest performance estimates. It is designed for scientific datasets where reproducibility, interpretability, and honest generalisation estimates matter as much as raw predictive performance.

---

Why RobustModelMaker?

Standard machine learning pipelines applied to scientific data suffer from two problems that ROBUST addresses directly:

Optimistic performance estimates. When feature selection, hyperparameter tuning, and model evaluation share the same data, the reported score reflects the data used for model building, not future data. ROBUST uses strict nested cross-validation in which each of those steps is performed entirely on the training partition of each fold. The test partition is used only to evaluate the final fold model, never to inform any modelling decision.

Unstable feature selection. Single-run feature selection produces a feature set that can change substantially with small changes in the data. ROBUST runs bootstrap stability selection: features are ranked by how consistently they are selected across hundreds of random subsamples of the training data. Only features that exceed a stability threshold (70% of bootstrap runs by default) are retained.

The result is a model built on a smaller, more reproducible feature set whose estimated performance is trustworthy.

---

Installation

pip install robustmodelmaker

For XGBoost support:

pip install robustmodelmaker[xgb]

Requirements: Python >= 3.9, numpy, pandas, scikit-learn, scipy

---

Quick start

import pandas as pd
from robustmodelmaker import RobustModelMaker

X = pd.read_csv("features.csv")
y = pd.read_csv("labels.csv").squeeze()

maker = RobustModelMaker(
    alg="eln",           # elastic net: interpretable and fast
    task_type="binary",  # always set explicitly: "binary", "multiclass", or "regression"
    outer_cv=5,
    inner_cv=5,
    n_bootstrap=100,
    stability_threshold=0.7,
    random_state=42,
).fit(X, y)

result = maker.result_
print(f"Selected {len(result.selected_features)} of {len(result.feature_names)} features")
print(f"Nested CV AUC: {result.mean_score:.4f} +/- {result.std_score:.4f}")

# Predict on new data (preprocessing and feature selection applied automatically)
predictions = maker.predict(X_new)
probabilities = maker.predict_proba(X_new)

The functional API is also available:

from robustmodelmaker import run_pipeline

result = run_pipeline(X, y, alg="eln", task_type="binary",
                      outer_cv=5, inner_cv=5, random_state=42)

---

Algorithms

Code	Model	Tasks	Notes
eln	Elastic net	all	Fastest; coefficient-based importance; auto-scales
rdg	Ridge (L2)	all	Stable; good default for many scientific datasets
las	Lasso (L1)	all	Sparse coefficients; strong feature selector
log	L2 logistic regression	classification	Reliable baseline
svm	Linear SVM	all	Effective in high-dimensional spaces
rf	Random forest	all	Non-linear; no scaling needed; class_weight balanced
xgb	XGBoost	all	Highest raw performance; requires pip install robustmodelmaker[xgb]
mlp	Multi-layer perceptron	all	Neural baseline; slower on small datasets
lin	Linear regression (OLS)	regression only	Interpretable; no regularisation

---

Key capabilities

Capability	Detail
Task types	Binary classification, multiclass classification, regression
Feature selection	Bootstrap stability selection with configurable threshold and bootstrap count
Performance estimation	Nested CV (outer + inner), repeated nested CV, grouped CV
Preprocessing	Median imputation + optional standard scaling, fitted inside each fold
Missing data	NaN-tolerant by default; optional data-driven missingness filter
Cutoff determination	Bootstrap specificity-targeted threshold for binary classification
Probability calibration	Platt scaling (sigmoid) or isotonic regression
Post-hoc analysis	Permutation importance, SHAP-ready export, feature stability plots
External validation	One-call evaluation on a held-out set with full metric suite
Reproducibility	Fully deterministic given a fixed random seed, verified by test suite
Save/load	JSON metadata, CSV tables, and pickle of the fitted result

---

Saving results

# Save at fit time
maker = RobustModelMaker(
    alg="eln", task_type="binary",
    save_results=True,
    output_dir="results/",
    output_prefix="my_model",
    random_state=42,
).fit(X, y)

# Or save afterwards
maker.save_results(output_dir="results/", output_prefix="my_model")

Saves: JSON metadata, full pickle, per-fold score CSVs, stability selection table, and a formatted text summary.

---

External validation

maker = RobustModelMaker(alg="eln", task_type="binary", random_state=42)
maker.fit(X_train, y_train, X_validation=X_val, y_validation=y_val)

val = maker.result_.validation_result
print(val.metrics)   # auc, accuracy, sensitivity, specificity, ...

---

Permutation importance

pi = maker.permutation_importance(X_val, y_val, n_repeats=20, random_state=42)
print(pi.summary().head(10))

---

SHAP integration

shap_data = maker.result_.export_shap_ready(X)

import shap
explainer = shap.LinearExplainer(shap_data["model"], shap_data["X"])
shap_values = explainer.shap_values(shap_data["X"])
shap.summary_plot(shap_values, shap_data["X"])

---

Grouped cross-validation

maker = RobustModelMaker(alg="eln", task_type="regression", random_state=42)
maker.fit(X, y, groups=sample_ids)   # prevents leakage across experimental units

---

Benchmark results

Three real scientific datasets evaluated against a full-feature nested-CV baseline using the same algorithm and fold structure:

Dataset	Task	n x p	ROBUST feats	Reduction	Metric	Outcome
SECOM Manufacturing	binary	1254 x 590	~47	~92%	AUC (higher=better)	preserved
Urban Land Cover	multiclass	540 x 147	~31	~79%	AUC-OVR (higher=better)	preserved
Graphene Oxide Bulk	regression	1294 x 412	~68	~83%	RMSE in eV (lower=better)	preserved

preserved means the performance difference between ROBUST and the full-feature baseline is not statistically significant (paired Wilcoxon, p >= 0.05). ROBUST achieves comparable predictive performance using a small fraction of the available features.

Note on split methodology: All benchmarks use BenchMake archetypal splits, which are adversarial by design. BenchMake selects maximally representative train/test partitions that keep the two sets apart in feature space, producing more conservative scores than conventional random splits. This is intentional: the benchmark is a worst-case assessment. Scores on your own data with default random splits will typically be higher. The ROBUST vs. full-feature baseline comparison within each benchmark is internally consistent because both models use the same split.

---

Citing this work

Barnard, A. S. (2026). RobustModelMaker: A reproducible stability-selection pipeline
for scientific machine learning (v0.3). GitHub: https://github.com/amaxiom/RobustModelMaker

---

Documentation

Full documentation is available in the GitHub repository:

• User Guide: parameters, methods, prediction, validation, SHAP, saving
• Implementation Guide: internal design, algorithm details, tuning for speed and rigor
• Interpretation Guide: reading results correctly, statistical tests, what to report in a paper

---

Author

Prof Amanda S Barnard GitHub: amaxiom

RobustModelMaker is developed and maintained as a tool for rigorous, reproducible machine learning in scientific research.