Efficiency of different measures for defining the applicability domain of classification models

The goal of defining an applicability domain for a predictive classification model is to identify the region in chemical space where the model's predictions are reliable. The boundary of the applicability domain is defined with the help of a measure that shall reflect the reliability of an individual prediction. Here, the available measures are differentiated into those that flag unusual objects and which are independent of the original classifier and those that use information of the trained classifier. The former set of techniques is referred to as novelty detection while the latter is designated as confidence estimation. A review of the available confidence estimators shows that most of these measures estimate the probability of class membership of the predicted objects which is inversely related to the error probability. Thus, class probability estimates are natural candidates for defining the applicability domain but were not comprehensively included in previous benchmark studies. The focus of the present study is to find the best measure for defining the applicability domain for a given binary classification technique and to determine the performance of novelty detection versus confidence estimation. Six different binary classification techniques in combination with ten data sets were studied to benchmark the various measures. The area under the receiver operating characteristic curve (AUC ROC) was employed as main benchmark criterion. It is shown that class probability estimates constantly perform best to differentiate between reliable and unreliable predictions. Previously proposed alternatives to class probability estimates do not perform better than the latter and are inferior in most cases. Interestingly, the impact of defining an applicability domain depends on the observed area under the receiver operator characteristic curve. That means that it depends on the level of difficulty of the classification problem (expressed as AUC ROC) and will be largest for intermediately difficult problems (range AUC ROC 0.7-0.9). In the ranking of classifiers, classification random forests performed best on average. Hence, classification random forests in combination with the respective class probability estimate are a good starting point for predictive binary chemoinformatic classifiers with applicability domain.