  Enrichment of predictive models with new biomolecular markers is an important
task in high-dimensional omic applications. Increasingly, clinical studies
include several sets of such omics markers available for each patient,
measuring different levels of biological variation. As a result, one of the
main challenges in predictive research is the integration of different sources
of omic biomarkers for the prediction of health traits. We review several
approaches for the combination of omic markers in the context of binary outcome
prediction, all based on double cross-validation and regularized regression
models. We evaluate their performance in terms of calibration and
discrimination and we compare their performance with respect to single-omic
source predictions. We illustrate the methods through the analysis of two real
datasets. On the one hand, we consider the combination of two fractions of
proteomic mass spectrometry for the calibration of a diagnostic rule for the
detection of early-stage breast cancer. On the other hand, we consider
transcriptomics and metabolomics as predictors of obesity using data from the
Dietary, Lifestyle, and Genetic determinants of Obesity and Metabolic syndrome
(DILGOM) study, a population-based cohort, from Finland.
