Unique contribution of this review
First, we describe a balance of both biological and technical content covering topics from genomics to proteomics and from machine learning to multi-omics integration tools. Second, we propose a new classification that categorizes the reviewed tools into two categories, namely general-purpose and task-specific, and then review these tools for four types of applications in biomedical sciences. Third, we provide an independent benchmarking analysis to compare integration methods for cancer type classification and drug response prediction.