Adaptive penalization in high-dimensional regression and classification with external covariates using variational Bayes

Feature-weighted elastic net: using "features of features" for better prediction

In some supervised learning settings, the practitioner might have additional information on the features used for prediction. We propose a new method which leverages this additional information for better prediction. The method, which we call the feature-weighted elastic net ("fwelnet"), uses these "features of features" to adapt the relative penalties on the feature coefficients in the elastic net penalty. In our simulations, fwelnet outperforms the lasso in terms of test mean squared error and usually gives an improvement in true positive rate or false positive rate for feature selection. We also apply this method to early prediction of preeclampsia, where fwelnet outperforms the lasso in terms of 10-fold cross-validated area under the curve (0.86 vs. 0.80). We also provide a connection between fwelnet and the group lasso and suggest how fwelnet might be used for multi-task learning.

Fast Marginal Likelihood Estimation of Penalties for Group-Adaptive Elastic Net

Elastic net penalization is widely used in high-dimensional prediction and variable selection settings. Auxiliary information on the variables, for example, groups of variables, is often available. Group-adaptive elastic net penalization exploits this information to potentially improve performance by estimating group penalties, thereby penalizing important groups of variables less than other groups. Estimating these group penalties is, however, hard due to the high dimension of the data. Existing methods are computationally expensive or not generic in the type of response. Here we present a fast method for estimation of group-adaptive elastic net penalties for generalized linear models. We first derive a low-dimensional representation of the Taylor approximation of the marginal likelihood for group-adaptive ridge penalties, to efficiently estimate these penalties. Then we show by using asymptotic normality of the linear predictors that this marginal likelihood approximates that of elastic net models. The ridge group penalties are then transformed to elastic net group penalties by matching the ridge prior variance to the elastic net prior variance as function of the group penalties. The method allows for overlapping groups and unpenalized variables, and is easily extended to other penalties. For a model-based simulation study and two cancer genomics applications we demonstrate a substantially decreased computation time and improved or matching performance compared to other methods. Supplementary materials for this article are available online.

Flexible co-data learning for high-dimensional prediction

Clinical research often focuses on complex traits in which many variables play a role in mechanisms driving, or curing, diseases. Clinical prediction is hard when data is high-dimensional, but additional information, like domain knowledge and previously published studies, may be helpful to improve predictions. Such complementary data, or co-data, provide information on the covariates, such as genomic location or P-values from external studies. We use multiple and various co-data to define possibly overlapping or hierarchically structured groups of covariates. These are then used to estimate adaptive multi-group ridge penalties for generalized linear and Cox models. Available group adaptive methods primarily target for settings with few groups, and therefore likely overfit for non-informative, correlated or many groups, and do not account for known structure on group level. To handle these issues, our method combines empirical Bayes estimation of the hyperparameters with an extra level of flexible shrinkage. This renders a uniquely flexible framework as any type of shrinkage can be used on the group level. We describe various types of co-data and propose suitable forms of hypershrinkage. The method is very versatile, as it allows for integration and weighting of multiple co-data sets, inclusion of unpenalized covariates and posterior variable selection. For three cancer genomics applications we demonstrate improvements compared to other models in terms of performance, variable selection stability and validation.

A Detailed Catalogue of Multi-Omics Methodologies for Identification of Putative Biomarkers and Causal Molecular Networks in Translational Cancer Research

Recent advances in sequencing and biotechnological methodologies have led to the generation of large volumes of molecular data of different omics layers, such as genomics, transcriptomics, proteomics and metabolomics. Integration of these data with clinical information provides new opportunities to discover how perturbations in biological processes lead to disease. Using data-driven approaches for the integration and interpretation of multi-omics data could stably identify links between structural and functional information and propose causal molecular networks with potential impact on cancer pathophysiology. This knowledge can then be used to improve disease diagnosis, prognosis, prevention, and therapy. This review will summarize and categorize the most current computational methodologies and tools for integration of distinct molecular layers in the context of translational cancer research and personalized therapy. Additionally, the bioinformatics tools Multi-Omics Factor Analysis (MOFA) and netDX will be tested using omics data from public cancer resources, to assess their overall robustness, provide reproducible workflows for gaining biological knowledge from multi-omics data, and to comprehensively understand the significantly perturbed biological entities in distinct cancer types. We show that the performed supervised and unsupervised analyses result in meaningful and novel findings.

Integration of mechanistic immunological knowledge into a machine learning pipeline improves predictions

The dense network of interconnected cellular signalling responses that are quantifiable in peripheral immune cells provides a wealth of actionable immunological insights. Although high-throughput single-cell profiling techniques, including polychromatic flow and mass cytometry, have matured to a point that enables detailed immune profiling of patients in numerous clinical settings, the limited cohort size and high dimensionality of data increase the possibility of false-positive discoveries and model overfitting. We introduce a generalizable machine learning platform, the immunological Elastic-Net (iEN), which incorporates immunological knowledge directly into the predictive models. Importantly, the algorithm maintains the exploratory nature of the high-dimensional dataset, allowing for the inclusion of immune features with strong predictive capabilities even if not consistent with prior knowledge. In three independent studies our method demonstrates improved predictions for clinically relevant outcomes from mass cytometry data generated from whole blood, as well as a large simulated dataset. The iEN is available under an open-source licence.

Design and Rationale of the ERA-CVD Consortium PREMED-CAD-Precision Medicine in Coronary Artery Disease

Cardiovascular diseases (CVDs) comprise 45% of all deaths in Europe and causes 3.9 million deaths annually. Coronary artery disease (CAD) which includes myocardial infarction (MI) represents the most common form of CVD. A relevant proportion of MI cases seems preventable since reports claim that up to two-thirds of these patients exhibit symptoms suggestive for MI within 12 months prior to the acute MI event. An early identification of these at-risk subjects is necessary to manage an early and efficient treatment during the ischemic phase. The aim of the PRecision MEDicine in Coronary Artery Disease (PREMED-CAD) consortium is to apply a system medicine approach towards studying and identifying an ischemia specific ‘biomarker signature’ that improves the identification of individuals ‘at-risk’ for acute MI. The consortium will take an interdisciplinary and translational approach integrating knowledge from CAD epidemiology, imaging, bioinformatics, statistics and molecular biology, as well as existing phenotypic, blood-based and clinical biomarker data of distinct CAD and subclinical MI phenotypes. This biomarker signature will be validated through atherosclerosis-prone mouse models and human cohorts. The validated signature will be translated in a real-world clinical setting using an ongoing clinical trial comprising patients with subclinical ischemia. The aim of the knowledge obtained from this project is to aid in early MI detection and reduce the mortality and morbidity rate in these at-risk MI individuals.