Understanding the ageing process is a very challenging problem for biologists. To help in this task, there has been a growing use of classification methods (from machine learning) to learn models that predict whether a gene influences the process of ageing or promotes longevity. One type of predictive feature often used for learning such classification models is Protein-Protein Interaction (PPI) features. One important property of PPI features is their uncertainty, i.e., a given feature (PPI annotation) is often associated with a confidence score, which is usually ignored by conventional classification methods. Hence, we propose the Lazy Feature Selection for Uncertain Features (LFSUF) method, which is tailored for coping with the uncertainty in PPI confidence scores. In addition, following the lazy learning paradigm, LFSUF selects features for each instance to be classified, making the feature selection process more flexible. We show that our LFSUF method achieves better predictive accuracy when compared to other feature selection methods that either do not explicitly take PPI confidence scores into account or deal with uncertainty globally rather than using a per-instance approach. Also, we interpret the results of the classification process using the features selected by LFSUF, showing that the number of selected features is significantly reduced, assisting the interpretability of the results. The datasets used in the experiments and the program code of the LFSUF method are freely available on the web at http://github.com/pablonsilva/FSforUncertainFeatureSpaces.