Sep 20, 2021
Journal of Cheminformatics

Reliable uncertainty quantification for statistical models is crucial in various downstream applications, especially for drug design and discovery where mistakes may incur a large amount of cost. This topic has therefore absorbed much attention and a plethora of methods have been proposed over the past years. The approaches that have been reported so far can be mainly categorized into two classes: distance based approaches and Bayesian approaches. Although these methods have been widely used in many scenarios and shown promising performance with their distinct superiorities, being overconfident on out of distribution examples still poses challenges for the deployment of these techniques in real world applications. In this study we investigated a number of consensus strategies in order to combine both distance based and Bayesian approaches together with post hoc calibration for improved uncertainty quantification in QSAR (Quantitative Structure–Activity Relationship) regression modeling. We employed a set of criteria to quantitatively assess the ranking and calibration ability of these models. Experiments based on 24 bioactivity datasets were designed to make critical comparison between the model we proposed and other well studied baseline models. Our findings indicate that the hybrid framework proposed by us can robustly enhance the model ability of ranking absolute errors. Together with post hoc calibration on the validation set, we show that well calibrated uncertainty quantification results can be obtained in domain shift settings. The complementarity between different methods is also conceptually analyzed.
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