Background: In the last few years, multi-omics data, that is, datasets containing different types of high-dimensional molecular variables for the same samples, have become increasingly available. To date, several comparison studies focused on feature selection methods for omics data, but to our knowledge, none compared these methods for the special case of multi-omics data. Given that these data have specific structures that differentiate them from single-omics data, it is unclear whether different feature selection strategies may be optimal for such data. In this paper, using 15 cancer multi-omics datasets we compared four filter methods, two embedded methods, and two wrapper methods with respect to their performance in the prediction of a binary outcome in several situations that may affect the prediction results. As classifiers, we used support vector machines and random forests. The methods were compared using repeated fivefold cross-validation. The accuracy, the AUC, and the Brier score served as performance metrics. Results: The results suggested that, first, the chosen number of selected features affects the predictive performance for many feature selection methods but not all. Second, whether the features were selected by data type or from all data types concurrently did not considerably affect the predictive performance, but for some methods, concurrent selection took more time. Third, regardless of which performance measure was considered, the feature selection methods mRMR, the permutation importance of random forests, and the Lasso tended to outperform the other considered methods. Here, mRMR and the permutation importance of random forests already delivered strong predictive performance when considering only a few selected features. Finally, the wrapper methods were computationally much more expensive than the filter and embedded methods. Conclusions: We recommend the permutation importance of random forests and the filter method mRMR for feature selection using multi-omics data, where, however, mRMR is considerably more computationally costly.

Lung adenocarcinoma (LUAD) is a common and very lethal cancer. Accurate staging is a prerequisite for its effective diagnosis and treatment. Therefore, improving the accuracy of the stage prediction of LUAD patients is of great clinical relevance. Previous works have mainly focused on single genomic data information or a small number of different omics data types concurrently for generating predictive models. A few of them have considered multi-omics data from genome to proteome. We used a publicly available dataset to illustrate the potential of multi-omics data for stage prediction in LUAD. In particular, we investigated the roles of the specific omics data types in the prediction process. We used a self-developed method, Omics-MKL, for stage prediction that combines an existing feature ranking technique Minimum Redundancy and Maximum Relevance (mRMR), which avoids redundancy among the selected features, and multiple kernel learning (MKL), applying different kernels for different omics data types. Each of the considered omics data types individually provided useful prediction results. Moreover, using multi-omics data delivered notably better results than using single-omics data. Gene expression and methylation information seem to play vital roles in the staging of LUAD. The Omics-MKL method retained 70 features after the selection process. Of these, 21 (30%) were methylation features and 34 (48.57%) were gene expression features. Moreover, 18 (25.71%) of the selected features are known to be related to LUAD, and 29 (41.43%) to lung cancer in general. Using multi-omics data from genome to proteome for predicting the stage of LUAD seems promising because each omics data type may improve the accuracy of the predictions. Here, methylation and gene expression data may play particularly important roles.