Predicting correlated outcomes from molecular data

MOTIVATION: Multivariate (multi-target) regression has the potential to outperform univariate (single-target) regression at predicting correlated outcomes, which frequently occur in biomedical and clinical research. Here we implement multivariate lasso and ridge regression using stacked generalization. RESULTS: Our flexible approach leads to predictive and interpretable models in high-dimensional settings, with a single estimate for each input–output effect. In the simulation, we compare the predictive performance of several state-of-the-art methods for multivariate regression. In the application, we use clinical and genomic data to predict multiple motor and non-motor symptoms in Parkinson’s disease patients. We conclude that stacked multivariate regression, with our adaptations, is a competitive method for predicting correlated outcomes. AVAILABILITY AND IMPLEMENTATION: The R package joinet is available on GitHub (https://github.com/rauschenberger/joinet) and cran (https://cran.r-project.org/package=joinet). SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.