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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > The xyz algorithm for fast interaction search in high-dimensional data
The xyz algorithm for fast interaction search in high-dimensional dataAdd to your list(s) Download to your calendar using vCal
If you have a question about this talk, please contact INI IT. STSW01 - Theoretical and algorithmic underpinnings of Big Data When performing regression on a dataset with $p$ variables, it is often of interest to go beyond using main effects and include interactions as products between individual variables. However, if the number of variables $p$ is large, as is common in genomic datasets, the computational cost of searching through $O(p^{2)$ interactions can be prohibitive. In this talk I will introduce a new randomised algorithm called xyz that is able to discover interactions with high probability and under mild conditions has a runtime that is subquadratic in $p$. The underlying idea is to transform interaction search into a much simpler close pairs of points problem. We will see how strong interactions can be discovered in almost linear time, whilst finding weaker interactions requires $O(p}u)$ operations for $1 This talk is part of the Isaac Newton Institute Seminar Series series. This talk is included in these lists:
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