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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., (© 2024. The Author(s).)

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.