A Cross-Validated Ensemble Approach to Robust Hypothesis Testing of Continuous Nonlinear Interactions: Application to Nutrition-Environment Studies

Gene-environment and nutrition-environment studies often involve testing of high-dimensional interactions between two sets of variables, each having potentially complex nonlinear main effects on an outcome. Construction of a valid and powerful hypothesis test for such an interaction is challenging, due to the difficulty in constructing an efficient and unbiased estimator for the complex, nonlinear main effects. In this work, we address this problem by proposing a cross-validated ensemble of kernels (CVEK) that learns the space of appropriate functions for the main effects using a cross-validated ensemble approach. With a carefully chosen library of base kernels, CVEK flexibly estimates the form of the main-effect functions from the data, and encourages test power by guarding against over-fitting under the alternative. The method…