As time progresses and technology improves, biological data sets are continuously increasing in size. New methods and new implementations of existing methods are needed to keep pace with this increase. In this paper, we present a high-performance computing (HPC)-capable implementation of Iterative Random Forest (iRF). This new implementation enables the explainable-AI eQTL analysis of SNP sets with over a million SNPs. Using this implementation, we also present a new method, iRF Leave One Out Prediction (iRF-LOOP), for the creation of Predictive Expression Networks on the order of 40,000 genes or more. We compare the new implementation of iRF with the previous R version and analyze its time to completion on two of the world’s fastest supercomputers, Summit and Titan. We also show iRF-LOOP’s ability to capture biologically significant results when creating Predictive Expression Networks. This new implementation of iRF will enable the analysis of biological data sets at scales that were previously not possible.