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 is motivated by a study on the interaction between metal exposures in utero and maternal nutrition on childrens neurodevelopment in rural Bangladesh. The proposed tests identified evidence of an interaction between minerals and vitamins intake and arsenic and manganese exposures. Results suggest that the detrimental effects of these metals are most pronounced at low intake levels of the nutrients, suggesting nutritional interventions in pregnant women could mitigate the adverse impacts of in utero metal exposures on childrens neurodevelopment.
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