Table 1. Description of the simulation data.

Scenario	Features Effect	β (Non-Zero coefficients)	p	Train set	Test set	σ2
	Marginal Terms
1	Yes	{β1, β2, β3, β12} = {0.2, 0.3, 0.4, 0.3}	25	500	500	0.25
2	Yes	{β1, β2, β3, β12} = {0.2, 0.3, 0.4, 0.3}	50	500	500	0.25
3	Yes	{β1, β2, β3, β12} = {0.2, 0.3, 0.4, 0.3}	100	500	500	0.25
4	No	{β3, β12} = {0.4, 0.3}	50	500	500	0.25