feature-selection-stability-across-folds SKILL.md skillA
feature-selection-stability-across-folds from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/feature-selection-stability-across-folds@v2.0.0Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/feature-selection-stability-across-folds/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 10,976 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a selector such as Lasso, Boruta or RFE runs inside cross-validation and you need to know whether its output is a property of the signal or of each fold; the chance-corrected Nogueira stability index.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use
Invoke this when a feature selection algorithm runs inside a cross-validation or walk-forward loop and you need to know whether its output is a property of the *signal* or a property of each *fold*. If Lasso keeps 12 features on fold 1, a mostly different 9 on fold 2, and 15 on fold 3, the union of those sets is not a feature set — it is a record of noise, and a model trained on it has already overfitted before a single hyperparameter was tuned.
This skill computes the **Nogueira stability estimator $\Phi$**, which is corrected for chance (a random selector scores $0$, not "whatever the subset size implies"), together with per-feature inclusion frequencies $p_f$, the estimator's **confidence interval**, and a **one-sided test** of whether $\Phi$ genuinely clears your threshold rather than clearing it by sampling luck.
Notation used here, which differs from the source paper — map it before reading the paper alongside this skill:
| Here | Source paper | Meaning |
|---|---|---|
| $M$ | $d$ | number of candidate features |
| $K$ | $M$ | number of folds / feature sets |
| $\bar{k}$ | $\bar{k}$ | average features selected per fold |
## When NOT to Use
…Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/feature-selection-stability-across-folds@sha256:ca0f8a4ddc1ed5e5The line at the top of this page pins the label v2.0.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_rsgjgjskbc7dwwyd)
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Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 3, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 10,976 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 64e8b01 | 11,052 B | A | view · diff |
| v2.0.0 | 2026-08-25 | 7e72405 | 11,015 B | A | view · diff |
| v1.0.0 | 2026-07-30 | 92ed2bc | 3,659 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 694 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (10976 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_rsgjgjskbc7dwwyd GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/feature-selection-stability-across-folds GET https://markdownregistry.com/api/v1/blob/ca0f8a4ddc1ed5e5dcff69dc664c3e44ec59991161553a5b6de25608f7bf66fa
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.