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scikit-learn compatible implementation of stability selection.

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Hi, I'm sure there's a better way to do this, but I had to change these two lines in order to import StabilitySelection from the latest version. stability_selection.py, line 26...

`sklearn.externals.joblib` [was deprecated in v0.21 of scikit-learn](https://scikit-learn.org/stable/whats_new/v0.21.html#miscellaneous), and has been removed in v0.23 (the latest stable release). This PR imports directly from `joblib` and adds it as a dependency. Fixes...

Hey, thank you very much for developing this code, so all of us can use it through sk-learn :) I have seen your blog post that gives a very good...

`sklearn.externals.joblib` was deprecated in v0.21 and has been removed in v0.23 of scikit-learn (the latest stable release). Therefore [this line in `stability_selection.py`:](https://github.com/scikit-learn-contrib/stability-selection/blob/e6e34da3601cc8215cd0b08d5c5f3a9dd3ccfe01/stability_selection/stability_selection.py#L26) `from sklearn.externals.joblib import Parallel, delayed` will throw an...

``` from sklearn.datasets import make_classification from stability_selection import RandomizedLogisticRegression from stability_selection import RandomizedLasso selector = RandomizedLogisticRegression(n_resampling=300, random_state=101) selector.fit(xTrain, yTrain) print('the selected features:%i' % sum(selector.get_support() != 0)) xTrainS = selector.transform(xTrain) xTestS...

will it work for other scikit classifiers for example random forest ?

fails to install on windows error is base) D:\>cd D:\Python installations\stability-selection-master\stability-selection-master (base) D:\Python installations\stability-selection-master\stability-selection-master>python setup.py install running install running bdist_egg running egg_info writing stability_selection.egg-info\PKG-INFO writing dependency_links to stability_selection.egg-info\dependency_links.txt writing requirements...

The following cell from my notebook ``` from sklearn.feature_selection import VarianceThreshold from sklearn.feature_selection import SelectFpr, SelectFdr, SelectFwe from sklearn.preprocessing import FunctionTransformer, StandardScaler, MaxAbsScaler, RobustScaler from sklearn.linear_model import LogisticRegression, LogisticRegressionCV from...