Shameless plug; I'm a co-author of a method that leverages adding artificial junk features and removing original ones that are likely nonsense to approximate th

Shameless plug; I'm a co-author of a method that leverages adding artificial junk features and removing original ones that are likely nonsense to approximate the set of all features that are relevant to the problem (rather than standard make best model, which may be pretty deceiving). https://m2.icm.edu.pl/boruta https://m2.icm.edu.pl/boruta