Zhu, Jianan; Feng, Yang - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-18
We propose a new ensemble classification algorithm, named super random subspace ensemble (Super RaSE), to tackle the … sparse classification problem. The proposed algorithm is motivated by the random subspace ensemble algorithm (RaSE). The RaSE … together with the subspace. As a result, Super RaSE is more flexible and robust than RaSE. In addition to the vanilla Super …