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Decision tree ensembles are among the most robust, high-performing and computationally efficient machine learning approaches for quantitative structure–activity relationship (QSAR) modeling. Among them, gradient boosting has recently garnered particular attention, for its performance in data science competitions, virtual screening campaigns, and bioactivity prediction. However, different variants of gradient boosting exist, the most popular being XGBoost, LightGBM and CatBoost. Our study provides the first comprehensive comparison of these approaches for QSAR. To this end, we trained 157,590 gradient boosting models, which were evaluated on 16 datasets and 94 endpoints, comprising 1.4 million compounds in total. Our results show that XGBoost generally achieves the best predictive performance, while LightGBM requires the least training time, especially for larger datasets. In terms of feature importance, the models surprisingly rank molecular features differently, reflecting differences in regularization techniques and decision tree structures. Thus, expert knowledge must always be employed when evaluating data-driven explanations of bioactivity. Furthermore, our results show that the relevance of each hyperparameter varies greatly across datasets and that it is crucial to optimize as many hyperparameters as possible to maximize the predictive performance. In conclusion, our study provides the first set of guidelines for cheminformatics practitioners to effectively train, optimize and evaluate gradient boosting models for virtual screening and QSAR applications. [ABSTRACT FROM AUTHOR]

While in the last years there has been a dramatic increase in the number of available bioassay datasets, many of them suffer from extremely imbalanced distribution between active and inactive compounds. Thus, there is an urgent need for novel approaches to tackle class imbalance in drug discovery. Inspired by recent advances in computer vision, we investigated a panel of alternative loss functions for imbalanced classification in the context of Gradient Boosting and benchmarked them on six datasets from public and proprietary sources, for a total of 42 tasks and 2 million compounds. Our findings show that with these modifications, we achieve statistically significant improvements over the conventional cross-entropy loss function on five out of six datasets. Furthermore, by employing these bespoke loss functions we are able to push Gradient Boosting to match or outperform a wide variety of previously reported classifiers and neural networks. We also investigate the impact of changing the loss function on training time and find that it increases convergence speed up to 8 times faster. As such, these results show that tuning the loss function for Gradient Boosting is a straightforward and computationally efficient method to achieve state-of-the-art performance on imbalanced bioassay datasets without compromising on interpretability and scalability. [ABSTRACT FROM AUTHOR]