Multiple instance learning (MIL) has become a preferred method for classifying gigapixel whole slide images (WSIs), without requiring patch label annotation. The focus of the current MIL research stream is on the embedding-based MIL approach, which involves extracting feature vectors from patches using a pre-trained feature extractor. These feature vectors are then fed into an MIL aggregator for slide-level prediction. Despite prior research suggestions on enhancing the most commonly used ResNet50 supervised model pre-trained on ImageNet-1K, there remains a lack of clear guidance on selecting the optimal feature extractor to maximize WSI performance. This study aims at addressing this gap by examining MIL feature extractors across three dimensions: pre-training dataset, backbone model, and pre-training method. Extensive experiments were carried out on the two public WSI datasets (TCGA-NSCLC and Camelyon16) using four SOTA MIL models. The main findings indicate the following: 1) Performance significantly improves with larger and more varied pre-training datasets in both CNN and Transformer backbones. 2) `Modern and deeper' backbones greatly outperform `standard' backbones (ResNet and ViT), with performance improvements more guaranteed in Transformer-based backbones. 3) The choice of self-supervised learning (SSL) method is crucial, with the most significant benefits observed when applied to the Transformer (ViT) backbone. The study findings have practical implications, including designing more effective pathological foundation models. Our code is available at: https://anonymous.4open.science/r/MIL-Feature-Extractor-Selection
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