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Feature Bagging Provides Stability

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We study feature bagging through the lens of algorithmic stability. Feature bagging is an ensemble strategy that aggregates base learners trained on randomly subsampled feature subsets, possibly in a data-dependent manner.

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arXiv Machine Learning
Aug 4

Beyond Noise: A Hypothesis Testing Approach to Robust Feature Selection

arXiv:2511. 20851v3 Announce Type: replace-cross Abstract: Feature selection remains difficult in modern high-dimensional settings, and established methods such as Boruta and Recursive Feature Elimination are either computationally costly or lack a statistically justified stopping criterion for their importance scores.

By Mousam Sinha, Tirtha Sarathi Ghosh, Koushik Biswas, Ridam Pal