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FSInteract: Fast Searches for Interactions

Performs fast detection of interactions in large-scale data using the method of random intersection trees introduced in “Shah, R. D. and Meinshausen, N. (2014) Random Intersection Trees”. The algorithm finds potentially high-order interactions in high-dimensional binary two-class classification data, without requiring lower order interactions to be informative. The search is particularly fast when the matrices of predictors are sparse. It can also be used to perform market basket analysis when supplied with a single binary data matrix. Here it will find collections of columns which for many rows contain all 1's.

FSInteract.pdf