Combining clinical and molecular data types may potentially improve prediction accuracy of a classifier. However, currently there is a shortage of effective and efficient statistical and bioinformatic tools for true integrative data analysis. Existing integrative classifiers have two main disadvantages: First, coarse combination may lead to subtle contributions of one data type to be overshadowed by more obvious contributions of the other. Second, the need to measure both data types for all patients may be both unpractical and (cost) inefficient.