I'm trying to explain a count variable and a continious variable > 0 with GLM, using R.In order to improve the quality of the regression, I want to add some interactions that can be useful for the model.As I'm a newbie in machine learning, I want to know if RF and GBM can help me to determine useful interactions.I saw that interact.gbm can assess the relative strength of interaction effects in non-linear models. The question is :Will it be mathematically correct to add variables with important strength of interaction in order to reduce MSE/Deviance ?Thank you !
Searching interactions with RandomForest and/or GBM
random forest;gbm;glm