I think my question was not completely understood. I will update it if I have better words. My question is not about integration of different genomic datatype from the same person. It's about developing a model on a dataset and -to overcome the small sample sizes- we retrain the model on another classification problem from another dataset, and we keep doing this until we have a mature model. All the datasets I am refering to are gene expression data (e.g. from TCGA). For example, my algorithm is like that : 1- I find top 100 important genes using RF on a breast cancer dataset. and I run several RF classifiers, each with only ten genes. 2- I repeat the same step on another dataset e.g. colon cancer dataset and on several other datasets
By classifier in this context, I mean a model name (e.g. RF) and a set of genes (names of the ten genes) that worked together to provide accurate results.
2- I take the best five classifiers (i.e. the model name and genes used) from each dataset and run all these classifiers on a new dataset. and keep iterating and improving.
The expected outcome should be : a specific way to use gene expression data for classification. Instead of filtering, we will say e.g.: take genes 40, 671, 899 and apply RF on them and take genes 55, 1000, 242 and apply a logistic regression on them and take genes 44, ...,555 and apply blablabla algorithm on them.
Since these models (heuristics) are based on information from several previous training, with something like cross validation, they can be tuned for a new classification problem and should overcome models based only on the data especially if the data is very small.
Is this approach valid ? Is it popular in bioinformatics under another name ?
My wording isn't good, please ask for clarification if a point is unclear.