Many methods have been described to identify regulatory motifs in the transcription control regions of genes that exhibit similar patterns of gene expression across a variety of experimental conditions. Here we focus on a single experimental condition, and utilize gene expression data to identify sequence motifs associated with genes that are activated under this experimental condition. We use a linear model with two-way interactions to model gene expression as a function of sequence features (words) present in presumptive transcription control regions. The most relevant features are selected by a feature selection method called stepwise selection with monte carlo cross validation. We apply this method to a publicly available dataset of the yeast Saccharomyces cerevisiae, focussing on the 800 basepairs immediately upstream of each genes translation start site (the upstream control region (UCR)).