input:   The training data set and a random forest RF.
    , : The number of replicates and the threshold.
output: and .
(1)   Let , .
(2)   for    to    do
(3)    .
(4)    .
(5)    Build RF model from to produce ,
(6)     and , .
(7)   Set .
(8)   for    to    do
(9)    Compute Wilcoxon rank-sum test with and .
(10)  Compute values for each feature .
(11)  if    then
(12)   
(13) Set , .
(14) Compute statistic to get value
(15) for    to    do
(16)  if () then
(17)   
(18)
(19) return  
Algorithm 2: Feature subspace selection.