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 generalisation. 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).