Sparse pathway-based prediction models for high-throughput molecular data

Pathway-based prediction problems for high-throughput molecular data motivate the development of sparsity-constrained models with structured predictive variables. Intuitively it is desirable to incorporate the structural information into the model building procedure, potentially for improving both interpretability and prediction performances. Various random-effect models are developed for structured sparse prediction where the predictive variables/genes can be naturally grouped into overlapping groups or pathways. The hierarchical likelihood approach can be used for these random-effect models that impose sparse selection of the overlapping groups as well as further selection within the selected groups. In addition, the approach leads to a unified optimization algorithm for these random-effect models. Extensive numerical studies based on simulated and real breast-cancer data demonstrate that the proposed methods perform well against existing methods that ignore the structural information.