Incorporating prior knowledge of predictors into penalized classifiers with multiple penalty terms

In the context of sample (e.g. tumor) classifications with microarray gene expression data, many methods have been proposed. However, almost all the methods ignore existing biological knowledge and treat all the genes equally a priori. On the other hand, because some genes have been identified by previous studies to have biological functions or to be involved in pathways related to the outcome (e.g. cancer), incorporating this type of prior knowledge into a classifier can potentially improve both the predictive performance and interpretability of the resulting model.