  In biomedical research, many different types of patient data can be
collected, such as various types of omics data and medical imaging modalities.
Applying multi-view learning to these different sources of information can
increase the accuracy of medical classification models compared with
single-view procedures. However, collecting biomedical data can be expensive
and/or burdening for patients, so that it is important to reduce the amount of
required data collection. It is therefore necessary to develop multi-view
learning methods which can accurately identify those views that are most
important for prediction. In recent years, several biomedical studies have used
an approach known as multi-view stacking (MVS), where a model is trained on
each view separately and the resulting predictions are combined through
stacking. In these studies, MVS has been shown to increase classification
accuracy. However, the MVS framework can also be used for selecting a subset of
important views. To study the view selection potential of MVS, we develop a
special case called stacked penalized logistic regression (StaPLR). Compared
with existing view-selection methods, StaPLR can make use of faster
optimization algorithms and is easily parallelized. We show that nonnegativity
constraints on the parameters of the function which combines the views play an
important role in preventing unimportant views from entering the model. We
investigate the performance of StaPLR through simulations, and consider two
real data examples. We compare the performance of StaPLR with an existing view
selection method called the group lasso and observe that, in terms of view
selection, StaPLR is often more conservative and has a consistently lower false
positive rate.
