A prime challenge in precision cancer medicine is to identify genomic and molecular features that are predictive of drug treatment responses in cancer cells. Although there are several computational models for accurate drug response prediction, these often lack the ability to infer which feature combinations are the most predictive, particularly for high-dimensional molecular datasets. As increasing amounts of diverse genome-wide data sources are becoming available, there is a need to build new computational models that can effectively combine these data sources and identify maximally predictive feature combinations.