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Model-Agnostic Feature Selection via LOCO-Guided Adaptive Minipatch Sampling

arXiv:2609.24126v1 Announce Type: new Abstract: Black-box machine learning models increasingly deliver strong predictions, but extracting useful information from them, such as a set of important features, remains challenging. Existing model-agnostic methods primarily estimate feature importance or…

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  1. 2026-09-22 04:00 · arXiv stat.ML
    Model-Agnostic Feature Selection via LOCO-Guided Adaptive Minipatch Sampling

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