Reliable compound screening is fundamental to drug discovery, yet the process remains undermined by lack of robust risk controls of false compound selection or omission in current methods. To address these challenges, we introduced conformal selection as an enhanced approach to optimize the compound screening process with balanced risks and benefits. Leveraging conformal inference, our approach constructs p-values for each candidate molecule to quantify statistical evidence for selection. The final selection of molecules is determined by comparing these p-values against thresholds derived from multiple testing principles. Our approach offers rigorous control over the false discovery/omission rate, ensuring validity independent of data set size and requiring minimal assumptions. By avoiding the estimation of prediction errors required in previous approaches, our method achieves higher power, thereby improving the ability to identify promising candidates. We validate these advantages through numerical simulations on real-world data sets.
Bai et al. (Tue,) studied this question.