Multivariate Elastic Net Regression

Predicting correlated outcomes from molecular data

Armin Rauschenberger 1, * AR and Enrico Glaab 1 EG

1Luxembourg Centre for Systems Biomedicine (LCSB), University of Luxembourg, Esch-sur-Alzette, Luxembourg.

*To whom correspondence should be addressed.

Abstract

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. 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. The R package joinet is available on GitHub and CRAN.

Full text (open access)

Armin Rauschenberger AR and Enrico Glaab EG (2021). “Predicting correlated outcomes from molecular data”. Bioinformatics 37(21):3889–3895. doi: 10.1093/bioinformatics/btab576. (Click here to access PDF.)