title: Interaction term of 2 given fields
body: <p>I have two families of features, the <code>A</code>s and the <code>B</code>s, both are sparse (Note that sparsity is a must).</p>
  <pre><code>X = (a_1,a_2,...,a_n,b_1,b_2,...,b_m)
  </code></pre>
  <p>I want to fit a Logistic regression, on the interactions between <code>A</code> and <code>B</code>.</p>
  <pre><code>y~c_11*a_1*b_1 + c_12*a_1*b_2+....+c_nm*a_n*b_m
  </code></pre>
  <p>Using <code>PolynomialFeatures</code> would also add terms such as <code>a1_*a_2</code> and <code>b_1*b_2</code> which are irrelevant.</p>
  <p>Is there any other sparse transformer I can use, or do I have to implement it myself ?</p>