I am wondering if there are any algorithms (perhaps genetic algorithms) in R for feature construction (deriving candidate predictors from existing predictors)? I am thinking of a routine to test higher order powers, interactions, ratios, and linear combinations and nonlinear functions of existing variables (sin, cos, atan etc).
This could be a filter or wrapper routine (i.e. not using a learning algorithm or using one to define fitness of the feature).
My goal is to "discover" potentially meaningful ratios and the like of existing predictors.