LOCO-AdaMP: Built-in LOCO Inference for Adaptive Minipatch Ensembles with Enhanced Prediction

arXiv:2609.36396 · stat.ML, cs.LG, stat.ME · Submitted 2026-09-28 · Read on arXiv

stat.ML, cs.LG, stat.ME

Submitted: 2026-09-28

Updated: 2026-09-28

Code: https://github.com/yinan-cc/LOCO-AdaMP

Terminology

• Adaptive Sampling — 15× in this paper · explained in 1 episode
• Feature Selection — 13× in this paper · explained in 4 episodes
• Model-Agnostic — 8× in this paper · explained in 2 episodes
• Regularization — 8× in this paper · explained in 3 episodes
• Loss Function — 7× in this paper · explained in 2 episodes
• Consistency — 6× in this paper · explained in 3 episodes
• Accuracy — 3× in this paper · explained in 1 episode
• Shapley values — 3× in this paper · explained in 2 episodes
• Uncertainty Quantification — 2× in this paper · explained in 8 episodes
• Adaptive Strategy — 1× in this paper · explained in 1 episode
• Adaptive sampling strategy — 1× in this paper · explained in 1 episode
• Aggregation — 1× in this paper · explained in 1 episode
• Calibration — 1× in this paper · explained in 7 episodes
• Interpretability — 1× in this paper · explained in 15 episodes
• Objective Function — 1× in this paper · explained in 2 episodes
• Quantifying Uncertainty — 1× in this paper · explained in 5 episodes
• Robustness — 1× in this paper · explained in 5 episodes
• Semi-supervised Learning — 1× in this paper · explained in 4 episodes
• Unified Framework — 1× in this paper · explained in 5 episodes

Sources

• Debugging Tests for Model Explanations
• Revisiting Randomization in Greedy Model Search
• Top-$k$ Feature Importance Ranking
• Disentangled Feature Importance
• LOCO Feature Importance Inference without Data Splitting via Minipatch Ensembles
• Model-Agnostic Feature Selection via LOCO-Guided Adaptive Minipatch Sampling
• Consistent feature attribution for tree ensembles
• Reliable and scalable variable importance estimation via warm-start and early stopping
• Feature Selection for Huge Data via Minipatch Learning
• Floodgate: inference for model-free variable importance

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