R package xyz. he ’xyz’ Algorithm for Fast Interaction Search in High-Dimensional Data. High dimensional interaction search by brute force requires a quadratic computational cost in the number of variables. The xyz algorithm provably finds strong interactions in almost linear time. For details of the algorithm see: G. Thanei, N. Meinshausen and R. Shah (2016). The xyz algorithm for fast interaction search in high-dimensional data <<a href=”https://arxiv.org/pdf/1610.05108v1.pdf”>https://arxiv.org/pdf/1610.05108v1.pdf</a>>.
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- Thanei, Gian-Andrea; Meinshausen, Nicolai; Shah, Rajen D.: The (xyz) algorithm for fast interaction search in high-dimensional data (2018)