Do little interactions get lost in dark random forests?

RESULTS: Of the single importance measures, the Gini importance captured interaction effects in most of the simulated scenarios, however, they were masked by marginal effects in other variables. With the permutation importance, the proportion of captured interactions was lower in all cases. Pairwise importance measures performed about equal, with a slight advantage for the joint variable importance method. However, the overall fraction of detected interactions was low. In almost all scenarios the detection fraction in a model with only marginal effects was larger than in a model with an interaction effect only.