CPSign: conformal prediction for cheminformatics modeling.

Conformal prediction has seen many applications in pharmaceutical science, being able to calibrate outputs of machine learning models and producing valid prediction intervals. We here present the open source software CPSign that is a complete implementation of conformal prediction for cheminformatics modeling. CPSign implements inductive and transductive conformal prediction for classification and regression, and probabilistic prediction with the Venn-ABERS methodology. The main chemical representation is signatures but other types of descriptors are also supported. The main modeling methodology is support vector machines (SVMs), but additional modeling methods are supported via an extension mechanism, e.g. DeepLearning4J models. We also describe features for visualizing results from conformal models including calibration and efficiency plots, as well as features to publish predictive models as REST services. We compare CPSign against other common cheminformatics modeling approaches including random forest, and a directed message-passing neural network. The results show that CPSign produces robust predictive performance with comparative predictive efficiency, with superior runtime and lower hardware requirements compared to neural network based models. CPSign has been used in several studies and is in production-use in multiple organizations. The ability to work directly with chemical input files, perform descriptor calculation and modeling with SVM in the conformal prediction framework, with a single software package having a low footprint and fast execution time makes CPSign a convenient and yet flexible package for training, deploying, and predicting on chemical data. CPSign can be downloaded from GitHub at https://github.com/arosbio/cpsign .Scientific contribution CPSign provides a single software that allows users to perform data preprocessing, modeling and make predictions directly on chemical structures, using conformal and probabilistic prediction. Building and evaluating new models can be achieved at a high abstraction level, without sacrificing flexibility and predictive performance-showcased with a method evaluation against contemporary modeling approaches, where CPSign performs on par with a state-of-the-art deep learning based model.

Disease phenotype prediction in multiple sclerosis.

Progressive multiple sclerosis (PMS) is currently diagnosed retrospectively. Here, we work toward a set of biomarkers that could assist in early diagnosis of PMS. A selection of cerebrospinal fluid metabolites (n = 15) was shown to differentiate between PMS and its preceding phenotype in an independent cohort (AUC = 0.93). Complementing the classifier with conformal prediction showed that highly confident predictions could be made, and that three out of eight patients developing PMS within three years of sample collection were predicted as PMS at that time point. Finally, this methodology was applied to PMS patients as part of a clinical trial for intrathecal treatment with rituximab. The methodology showed that 68% of the patients decreased their similarity to the PMS phenotype one year after treatment. In conclusion, the inclusion of confidence predictors contributes with more information compared to traditional machine learning, and this information is relevant for disease monitoring.

In silico prediction of volume of distribution of drugs in man using conformal prediction performs on par with animal data-based models.

Volume of distribution at steady state (Vss) is an important pharmacokinetic endpoint. In this study we apply machine learning and conformal prediction for human Vss prediction, and make a head-to-head comparison with rat-to-man scaling, allometric scaling and the Rodgers-Lukova method on combined in silico and in vitro data, using a test set of 105 compounds with experimentally observed Vss.The mean prediction error and % with <2-fold prediction error for our method were 2.4-fold and 64%, respectively. 69% of test compounds had an observed Vss within the prediction interval at a 70% confidence level. In comparison, 2.2-, 2.9- and 3.1-fold mean errors and 69, 64 and 61% of predictions with <2-fold error was reached with rat-to-man and allometric scaling and Rodgers-Lukova method, respectively.We conclude that our method has theoretically proven validity that was empirically confirmed, and showing predictive accuracy on par with animal models and superior to an alternative widely used in silico-based method. The option for the user to select the level of confidence in predictions offers better guidance on how to optimise Vss in drug discovery applications.

Machine Learning Strategies When Transitioning between Biological Assays.

Machine learning is widely used in drug development to predict activity in biological assays based on chemical structure. However, the process of transitioning from one experimental setup to another for the same biological endpoint has not been extensively studied. In a retrospective study, we here explore different modeling strategies of how to combine data from the old and new assays when training conformal prediction models using data from hERG and NaV assays. We suggest to continuously monitor the validity and efficiency of models as more data is accumulated from the new assay and select a modeling strategy based on these metrics. In order to maximize the utility of data from the old assay, we propose a strategy that augments the proper training set of an inductive conformal predictor by adding data from the old assay but only having data from the new assay in the calibration set, which results in valid (well-calibrated) models with improved efficiency compared to other strategies. We study the results for varying sizes of new and old assays, allowing for discussion of different practical scenarios. We also conclude that our proposed assay transition strategy is more beneficial, and the value of data from the new assay is higher, for the harder case of regression compared to classification problems.

Assessing the calibration in toxicological in vitro models with conformal prediction.

Machine learning methods are widely used in drug discovery and toxicity prediction. While showing overall good performance in cross-validation studies, their predictive power (often) drops in cases where the query samples have drifted from the training data's descriptor space. Thus, the assumption for applying machine learning algorithms, that training and test data stem from the same distribution, might not always be fulfilled. In this work, conformal prediction is used to assess the calibration of the models. Deviations from the expected error may indicate that training and test data originate from different distributions. Exemplified on the Tox21 datasets, composed of chronologically released Tox21Train, Tox21Test and Tox21Score subsets, we observed that while internally valid models could be trained using cross-validation on Tox21Train, predictions on the external Tox21Score data resulted in higher error rates than expected. To improve the prediction on the external sets, a strategy exchanging the calibration set with more recent data, such as Tox21Test, has successfully been introduced. We conclude that conformal prediction can be used to diagnose data drifts and other issues related to model calibration. The proposed improvement strategy-exchanging the calibration data only-is convenient as it does not require retraining of the underlying model.

Predicting With Confidence: Using Conformal Prediction in Drug Discovery.

One of the challenges with predictive modeling is how to quantify the reliability of the models' predictions on new objects. In this work we give an introduction to conformal prediction, a framework that sits on top of traditional machine learning algorithms and which outputs valid confidence estimates to predictions from QSAR models in the form of prediction intervals that are specific to each predicted object. For regression, a prediction interval consists of an upper and a lower bound. For classification, a prediction interval is a set that contains none, one, or many of the potential classes. The size of the prediction interval is affected by a user-specified confidence/significance level, and by the nonconformity of the predicted object; i.e., the strangeness as defined by a nonconformity function. Conformal prediction provides a rigorous and mathematically proven framework for in silico modeling with guarantees on error rates as well as a consistent handling of the models' applicability domain intrinsically linked to the underlying machine learning model. Apart from introducing the concepts and types of conformal prediction, we also provide an example application for modeling ABC transporters using conformal prediction, as well as a discussion on general implications for drug discovery.