title: How to add interaction term in Python sklearn
body: <p>If I have independent variables [x1, x2, x3]
  If I fit linear regression in sklearn 
  it will give me something like this:</p>
  
  <pre><code>y = a*x1 + b*x2 + c*x3 + intercept
  </code></pre>
  
  <p>Polynomial regression with poly =2 
  will give me something like</p>
  
  <pre><code>y = a*x1^2 + b*x1*x2 ......
  </code></pre>
  
  <p>I don't want to have terms with second degree like x1^2. </p>
  
  <p>how can I get </p>
  
  <pre><code>y = a*x1 + b*x2 + c*x3 + d*x1*x2
  </code></pre>
  
  <p>if x1 and x2 have high correlation larger than some threshold value j .</p>