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
|Date of publication||2017-04-03 16:39:20 UTC|
|Maintainer||Gian-Andrea Thanei <[email protected]>|
|Package repository||View on CRAN|
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