Panels of cell lines such as the NCI-60 have long been used to test drug candidates for their ability to inhibit proliferation. Predictive models of in vitro drug sensitivity have previously been constructed using gene expression signatures generated from gene expression microarrays. These statistical models allow the prediction of drug response for cell lines not in the original NCI-60. We improve on existing techniques by developing a novel multistep algorithm that builds regression models of drug response using Random Forest, an ensemble approach based on classification and regression trees (CART).