When searching for input configurations that optimise the output of a system, it can be useful to build a statistical model of the system being optimised. This is done in approaches such as surrogate model-based optimisation, estimation of distribution algorithms, and linkage learning algorithms. This article presents a method for modelling pseudo-Boolean fitness functions using Walsh bases and an algorithm designed to discover the non-zero coefficients while attempting to minimise the number of fitness function evaluations required. The resulting models reveal linkage structure that can be used to guide a search of the model efficiently. It presents experimental results solving benchmark problems in fewer fitness function evaluations than those reported in the literature for other search methods such as EDAs and linkage learners.