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.
© The Author(s) 2021. Published by Oxford University Press.