Random intersection trees

  title={Random intersection trees},
  author={Rajen Dinesh Shah and Nicolai Meinshausen},
  journal={Journal of Machine Learning Research},
Finding interactions between variables in large and high-dimensional data sets is often a serious computational challenge. Most approaches build up interaction sets incrementally, adding variables in a greedy fashion. The drawback is that potentially informative high-order interactions may be overlooked. Here, we propose an alternative approach for classification problems with binary predictor variables, called Random Intersection Trees. It works by starting with a maximal interaction that… CONTINUE READING
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