stat.MLJul 29, 2026

Feature Bagging Provides Stability

Authors: Yuheng MaQiang Sun

Organizations: School of Statistics, East China Normal University · University of Toronto · MBZUAI

Abstract

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. We introduce feature instability (FI), the feature-axis analogue of instance instability (II), which measures sensitivity to removing a single feature. Smaller values of II or FI correspond to stronger stability, and our experiments show that FI captures generalization-relevant information complementary to II. Within this framework, we analyze feature bagging in both a parametric linear model and a model-free setting inspired by recursive feature subsampling in random forests. In both settings, we establish formal guarantees showing that feature bagging improves the relevant stability relative to its non-bagged counterpart, with larger improvements under more aggressive subsampling. We further show that a modest number of bagging rounds is sufficient to approach the infinite-bagging stability level.

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