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The determination of molecular features that mediate clinically aggressive phenotypes in prostate cancer remains a major biological and clinical challenge. Recent advances in interpretability of machine learning models as applied to biomedical problems may enable discovery and prediction in clinical cancer genomics. Here we developed P-NET-a biologically informed deep learning model-to stratify patients with prostate cancer by treatment-resistance state and evaluate molecular drivers of treatment resistance for therapeutic targeting through complete model interpretability. We demonstrate that P-NET can predict cancer state using molecular data with a performance that is superior to other modelling approaches. Moreover, the biological interpretability within P-NET revealed established and novel molecularly altered candidates, such as MDM4 and FGFR1, which were implicated in predicting advanced disease and validated in vitro. Ó³»­´«Ã½ly, biologically informed fully interpretable neural networks enable preclinical discovery and clinical prediction in prostate cancer and may have general applicability across cancer types.