stat.MEApr 20, 2026

Improving reproducibility by controlling random seed stability in machine learning based estimation via bagging

Authors: Nicholas WilliamsAlejandro Schuler

Organizations: Division of Biostatistics, University of California, Berkeley, California, U.S.A.

Abstract

Predictions from machine learning algorithms can vary across random seeds, inducing instability in downstream debiased machine learning estimators. We formalize random seed stability via a concentration condition and prove that subbagging guarantees stability for any bounded-outcome regression algorithm. We introduce a new cross-fitting procedure, adaptive cross-bagging, which simultaneously eliminates seed dependence from both nuisance estimation and sample splitting in debiased machine learning. Numerical experiments confirm that the method achieves the targeted level of stability whereas alternatives do not. Our method incurs a small computational penalty relative to standard practice whereas alternative methods incur large penalties.

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