Sparse Additive Interaction Learning

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, .