Abstract: Systems and methods for selecting machine learning features using iterative batch feature reduction. In some aspects, the system trains a plurality of candidate models based on a plurality of feature groups split from a first set of features. Each candidate model takes as input a feature group of no more than a first threshold number of features. For each candidate model in the plurality of candidate models, the system processes the candidate model to extract an explainability vector. Based on the explainability vector, the system selects a second threshold number of features from the feature group to generate a slim feature group. The system trains a slim candidate model which takes as input the slim feature group. The system generates a second set of features by combining features from a plurality of slim candidate models.