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) <http://www.jmlr.org/papers/v15/shah14a.html>.
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.
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