Conformal Drug Property Prediction with Density Estimation under
  Covariate Shift
Siddhartha Laghuvarapu Zhen Lin Jimeng Sun
In drug discovery, it is vital to confirm the predictions of pharmaceutical
properties from computational models using costly wet-lab experiments. Hence,
obtaining reliable uncertainty estimates is crucial for prioritizing drug
molecules for subsequent experimental validation. Conformal Prediction (CP) is
a promising tool for creating such prediction sets for molecular properties
with a coverage guarantee. However, the exchangeability assumption of CP is
often challenged with covariate shift in drug discovery tasks: Most datasets
contain limited labeled data, which may not be representative of the vast
chemical space from which molecules are drawn. To address this limitation, we
propose a method called CoDrug that employs an energy-based model leveraging
both training data and unlabelled data, and Kernel Density Estimation (KDE) to
assess the densities of a molecule set. The estimated densities are then used
to weigh the molecule samples while building prediction sets and rectifying for
distribution shift. In extensive experiments involving realistic distribution
drifts in various small-molecule drug discovery tasks, we demonstrate the
ability of CoDrug to provide valid prediction sets and its utility in
addressing the distribution shift arising from de novo drug design models. On
average, using CoDrug can reduce the coverage gap by over 35% when compared to
conformal prediction sets not adjusted for covariate shift.