An implementation of the feature Selection procedure by Partitioning the entire Solution Paths
(namely SPSP) to identify the relevant features rather than using a single tuning parameter.
By utilizing the entire solution paths, this procedure can obtain better selection accuracy than
the commonly used approach of selecting only one tuning parameter based on existing criteria,
cross-validation (CV), generalized CV, AIC, BIC, and extended BIC (Liu, Y., & Wang, P. (2018)