Mdl = gamboostinter (…) fits the interaction phase of a generalized additive model, continuing from the additive prediction the predictor phase left rather than refitting it. It is used by ClassificationGAM and RegressionGAM, and it is not meant to be called directly.

• X is an $NxP$ numeric matrix of predictors and Y the $Nx1$ response, as gamboosttrain takes them.
• F0 is the $Nx1$ additive prediction of the predictor phase. The interaction phase starts from it, so its deviance is where this phase begins.
• Method selects what is boosted, 1 the logistic deviance and 2 the squared error.
• Pairs is an $Mx2$ matrix of predictor index pairs, one-based and within range. Choosing them is the caller’s business; see gamboostpairs.
• NumTrees, LearnRate and MaxNumSplits are the interaction phase’s own budget, initial step and split limit.

Mdl is a structure with the following fields.

• PairBinEdges, a $1xP$ cell of the coarse cut points the surfaces are held on. Interactions are binned coarser than main effects: a tree limited to MaxNumSplits splits carves no more regions than that, so a finer grid buys nothing and costs memory in every pair.
• PairValues, a $1xM$ cell of matrices, one value per cell of the pair’s grid.
• Intercept, the constant the recentred surfaces gave up. Add it to the intercept of the predictor phase.
• NumTrees, ReasonForTermination, Deviance and Residuals, as gamboosttrain reports them.

See also: gamboosttrain, gamboostpairs, gamboostpredict

Source Code: gamboostinter