A Regularized Cox Hierarchical Model for Incorporating Annotation Information in Predictive Omic Studies

Associated with high-dimensional omics data there are often "meta-features" such as biological pathways and functional annotations, summary statistics from similar studies that can be informative for predicting an outcome of interest. We introduce a regularized hierarchical framework for integrating meta-features, with the goal of improving prediction and feature selection performance with time-to-event outcomes.

A hierarchical framework is deployed to incorporate meta-features. Regularization is applied to the omic features as well as the meta-features so that high-dimensional data can be handled at both levels. The proposed hierarchical Cox model can be efficiently fitted by a combination of iterative reweighted least squares and cyclic coordinate descent.

In a simulation study we show that when the external meta-features are informative, the regularized hierarchical model can substantially improve prediction performance over standard regularized Cox regression. We illustrate the proposed model with applications to breast cancer and melanoma survival based on gene expression profiles, which show the improvement in prediction performance by applying meta-features, as well as the discovery of important omic feature sets with sparse regularization at meta-feature level.

The proposed hierarchical regularized regression model enables integration of external meta-feature information directly into the modeling process for time-to-event outcomes, improves prediction performance when the external meta-feature data is informative. Importantly, when the external meta-features are uninformative, the prediction performance based on the regularized hierarchical model is on par with standard regularized Cox regression, indicating robustness of the framework. In addition to developing predictive signatures, the model can also be deployed in discovery applications where the main goal is to identify important features associated with the outcome rather than developing a predictive model.