Learning feature interactions can be the key for multivariate predictive modeling. ReLU-activated neural networks create piecewise linear prediction models. Other nonlinear activation functions lead to models with only high-order feature interactions, thus lacking of interpretability. Recent methods incorporate candidate polynomial terms of fixed orders into deep learning, which is subject to the issue of combinatorial explosion, or learn the orders that are difficult to adapt to different regions of the feature space. We propose a Polyhedron Attention Module (PAM) to create piecewise polynomial models where the input space is split into polyhedrons which define the different pieces and on each piece the hyperplanes that define the polyhedron boundary multiply to form the interactive terms, resulting in interactions of adaptive order to each piece. PAM is interpretable to identify important interactions in predicting a target. Theoretic analysis shows that PAM has stronger expression capability than ReLU-activated networks. Extensive experimental results demonstrate the superior classification performance of PAM on massive datasets of the click-through rate prediction and PAM can learn meaningful interaction effects in a medical problem.

This study introduces a novel feature selection approach CMICOT, which is a further evolution of filter methods with sequential forward selection (SFS) whose scoring functions are based on conditional mutual information (MI). We state and study a novel saddle point (max-min) optimization problem to build a scoring function that is able to identify joint interactions between several features. This method fills the gap of MI-based SFS techniques with high-order dependencies. In this high-dimensional case, the estimation of MI has prohibitively high sample complexity. We mitigate this cost using a greedy approximation and binary representatives what makes our technique able to be effectively used. The superiority of our approach is demonstrated by comparison with recently proposed interactionaware filters and several interaction-agnostic state-of-the-art ones on ten publicly available benchmark datasets.

SmoothHess is applied post-hoc, requires no modifications to the ReLU network architecture, and the extent of smoothing can be controlled explicitly.

Please note that an "interaction" in this paper is a statistical interaction that describes a non-additive

WepresentanewclassofGAMs thatusetensor rank decompositions of polynomials to learn powerful,inherently-interpretable models. Our approach, titled Scalable Polynomial Additive Models (SPAM) is effortlessly scalable and modelsall higher-order feature interactions without a combinatorial parameter explosion. SPAM outperforms allcurrent interpretable approaches, and matches DNN/XGBoost performance onaseries ofreal-world benchmarks with up to hundreds of thousands of features.