Identifying relevant predictors and interactions

#1
I have a data set comprising of 12,000 observations and 1,100 potential predictors (continuous and nominal) for a binary outcome/target variable.

The research question is to identify interesting predictors and interactions for the binary outcome/target variable.

Given the large number of potential predictors, I would like to exclude irrelevant predictors before modelling the data. Can somebody please recommend methods for feature selection that take interactions into account?
 
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