Random Intersection Trees
Summary
Main paper can be found here.
- Find higher-order interaction between feature variables efficiently
- Input: $$(Y_i, X_i) i \epsilon [1,N]$$
- $$N$$ = number of points in the dataset
- $$X_i$$ is a set of integers $$\epsilon [1,p]$$
- $$p$$ = dataset dimensionality
- Output: a set of interactions which are statistically significant
- One efficient way to build them is to use
- minwise hashing to estimate the probabilities
- to use that, precompute a minwise hash matrix apriori
- prune the tree at the beginning if the $$\theta_0$$ threshold has been crossed (for points belonging to class label 1)