Zhu, Jianan; Yang, Feng - 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 method was shown to be a flexible framework that can...