Regularized regression can improve estimates of multivariate selection in the face of multicollinearity and limited data.

The breeder's equation, , allows us to understand how genetics (the genetic covariance matrix, ) and the vector of linear selection gradients interact to generate evolutionary trajectories. Estimation of using multiple regression of trait values on relative fitness revolutionized the way we study selection in laboratory and wild populations. However, multicollinearity, or correlation of predictors, can lead to very high variances of and covariances between elements of , posing a challenge for the interpretation of the parameter estimates. This is particularly relevant in the era of big data, where the number of predictors may approach or exceed the number of observations. A common approach to multicollinear predictors is to discard some of them, thereby losing any information that might be gained from those traits. Using simulations, we show how, on the one hand, multicollinearity can result in inaccurate estimates of selection, and, on the other, how the removal of correlated phenotypes from the analyses can provide a misguided view of the targets of selection. We show that regularized regression, which places data-validated constraints on the magnitudes of individual elements of , can produce more accurate estimates of the total strength and direction of multivariate selection in the presence of multicollinearity and limited data, and often has little cost when multicollinearity is low. We also compare standard and regularized regression estimates of selection in a reanalysis of three published case studies, showing that regularized regression can improve fitness predictions in independent data. Our results suggest that regularized regression is a valuable tool that can be used as an important complement to traditional least-squares estimates of selection. In some cases, its use can lead to improved predictions of individual fitness, and improved estimates of the total strength and direction of multivariate selection.