Confidence bands and hypothesis tests for hit enrichment curves

Abstract

In virtual screening for drug discovery, hit enrichment curves are widely used to assess the performance of ranking algorithms with regard to their ability to identify early enrichment. Unfortunately, researchers almost never consider the uncertainty associated with estimating such curves before declaring differences between performance of competing algorithms. Uncertainty is often large because the testing fractions of interest to researchers are small. Appropriate inference is complicated by two sources of correlation that are often overlooked: correlation across different testing fractions within a single algorithm, and correlation between competing algorithms. Additionally, researchers are often interested in making comparisons along the entire curve, not only at a few testing fractions. We develop inferential procedures to address both the needs of those interested in a few testing fractions, as well as those interested in the entire curve. For the former, four hypothesis testing and (pointwise) confidence intervals are investigated, and a newly developed EmProc approach is found to be most effective. For inference along entire curves, EmProc-based confidence bands are recommended for simultaneous coverage and minimal width. While we focus on the hit enrichment curve, this work is also appropriate for lift curves that are used throughout the machine learning community. Our inferential procedures trivially extend to enrichment factors, as well.