Copy number variation (CNV) may contribute to the development of complex diseases. However, due to the complex mechanism of path association and the lack of sufficient samples, understanding the relationship between CNV and cancer remains a major challenge. The unprecedented abundance of CNV, gene, and disease label data provides us with an opportunity to design a new machine learning framework to predict potential disease-related CNVs. In this paper, we developed a novel machine learning approach, namely, IHI-BMLLR (Integrating Heterogeneous Information sources with Biweight Mid-correlation and L1-regularized Logistic Regression under stability selection), to predict the CNV-disease path associations by using a data set containing CNV, disease state labels, and gene data. CNVs, genes, and diseases are connected through edges and then constitute a biological association network. To construct a biological network, we first used a self-adaptive biweight mid-correlation (BM) formula to calculate correlation coefficients between CNVs and genes. Then, we used logistic regression with L1 penalty (LLR) function to detect genes related to disease. We added stability selection strategy, which can effectively reduce false positives, when using self-adaptive BM and LLR. Finally, a weighted path search algorithm was applied to find top path associations and important CNVs. The experimental results on both simulation and prostate cancer data show that IHI-BMLLR is significantly better than two state-of-the-art CNV detection methods (i.e., CCRET and DPtest) under false-positive control. Furthermore, we applied IHI-BMLLR to prostate cancer data and found significant path associations. Three new cancer-related genes were discovered in the paths, and these genes need to be verified by biological research in the future.