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.

This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited.