Abstract
Polygenic risk scores (PRS) evaluate the individual genetic liability to a certain trait and are expected to play an increasingly important role in clinical risk stratification. Most often, PRS are estimated based on summary statistics of univariate effects derived from genome-wide association studies. To improve the predictive performance of PRS, it is desirable to fit multivariable models directly on the genetic data. Due to the large and high-dimensional data, a direct application of existing methods is often not feasible and new efficient algorithms are required to overcome the computational burden regarding efficiency and memory demands. We develop an adapted component-wise L 2-boosting algorithm to fit genotype data from large cohort studies to continuous outcomes using linear base-learners for the genetic variants. Similar to the snpnet approach implementing lasso regression, the proposed snpboost approach iteratively works on smaller batches of variants. By restricting the set of possible base-learners in each boosting step to variants most correlated with the residuals from previous iterations, the computational efficiency can be substantially increased without losing prediction accuracy. Furthermore, for large-scale data based on various traits from the UK Biobank we show that our method yields competitive prediction accuracy and computational efficiency compared to the snpnet approach and further commonly used methods. Due to the modular structure of boosting, our framework can be further extended to construct PRS for different outcome data and effect types-we illustrate this for the prediction of binary traits.
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