1 st.- Clone the project and run the commands as mentioned in the on main project page, but don't run setup.py yet.
2st- In windows go to the folder where the project was cloned. in my case this is the way:
C:\Users\andre\stability-selection
3st- You will see two files named like this: randomized_lasso.py and stability_selection.py
3.1 - Open and edit them with IDLE python
3.2 - In randomized_lasso.py change it from sklearn.linear_model.base import _preprocess_data to
from sklearn.linear_model._base import _preprocess_data
3.3 - In stability_selection.py change it from sklearn.externals.joblib import Parallel, delayed to
import joblib as jb
from joblib import Parallel, delayed
######don't forget to ctrl+s to save file######
4st- In cmd navigate to the folder where you made the clone as in step 2 above and run the command: python setup.py install
You will now be able to use stability selection in your codes, para new versions of in scikit learn and its dependencies###
For those who already have the stability selection on their machine, they should delete any folder related to the package, even inside the python libs on the computer and start the above processes again.
For Linux users, the process is the same! with the exception of the cmd paths above.
Hope this helps people who have the same problem.