Development and Evaluation of Conformal Prediction Methods for Quantitative Structure-Activity Relationship.

The quantitative structure-activity relationship (QSAR) regression model is a commonly used technique for predicting the biological activities of compounds using their molecular descriptors. Besides accurate activity estimation, obtaining a prediction uncertainty metric like a prediction interval is highly desirable. Quantifying prediction uncertainty is an active research area in statistical and machine learning (ML), but the implementation for QSAR remains challenging. However, most ML algorithms with high predictive performance require add-on companions for estimating the uncertainty of their prediction. Conformal prediction (CP) is a promising approach as its main components are agnostic to the prediction modes, and it produces valid prediction intervals under weak assumptions on the data distribution. We proposed computationally efficient CP algorithms tailored to the most widely used ML models, including random forests, deep neural networks, and gradient boosting. The algorithms use a novel approach to the derivation of nonconformity scores from the estimates of prediction uncertainty generated by the ensembles of point predictions. The validity and efficiency of proposed algorithms are demonstrated on a diverse collection of QSAR data sets as well as simulation studies. The provided software implementing our algorithms can be used as stand-alone or easily incorporated into other ML software packages for QSAR modeling.