I think that @sribe is suggesting to choose which collection you iterate through (a or b in your code) depending on which one is the smallest. You can in fact minimize the number of comparisons necessary to produce the intersection by iterating over the smallest of the two collections.
If a has 1,000,000 elements and b has one, iterating through b instead of a lets you produce the intersection after only one comparison instead of 1,000,000 
This is more efficient by virtue of the fact that MapSet.member? has a performance that grows less than linearly with the size of the collection. So making fewer MapSet.member? checks on bigger collections tends to be better than many checks on smaller collections
