Sparse additive interaction learning with the strong heredity property, i.e.,
an interaction is selected only if its corresponding main effects are also included.
Fits a linear model with non-linear interactions via penalized maximum likelihood.
Interactions are limited to a single exposure or environment variable. For more information,
see the website below and the accompanying paper: Bhatnagar et al., "A sparse additive model for
high-dimensional interactions with an exposure variable", 2019,