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A Quiet Failure in Calibrated Virtual Screening: Marginal Conformal Prediction Under-Covers the Minority Class, and a Class-Conditional Fix Recovers It

Summary

Marginal conformal prediction, used in drug discovery, can severely undercover minority classes in imbalanced datasets despite achieving global coverage targets. A class-conditional (Mondrian) approach restores per-class reliability.

SourcearXiv Machine LearningAuthor: Muhammadjon Tursunbadalov (School of Science and Technology, Champions College Prep, United States), Mustafojon Tursunbadalov (School of Science and Technology, Champions College Prep, United States)
A Quiet Failure in Calibrated Virtual Screening: Marginal Conformal Prediction Under-Covers the Minority Class, and a Class-Conditional Fix Recovers It
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[Submitted on 7 Jul 2026]

Title:A Quiet Failure in Calibrated Virtual Screening: Marginal Conformal Prediction Under-Covers the Minority Class, and a Class-Conditional Fix Recovers It

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Abstract:Conformal prediction is being adopted in drug discovery to put an honest number on model reliability: pick an error rate alpha, and the method returns prediction sets containing the true label with probability at least 1 - alpha. We show this guarantee can be dangerous on imbalanced datasets. Across four datasets, standard (marginal) conformal prediction hits its global 90% coverage target while leaving the minority class badly exposed: realized minority coverage falls to 64.8% on blood-brain-barrier penetration and to 4.2% on clinical-trial toxicity, where the rare class is nearly abandoned. The failure is not tied to one model: a random forest, a graph network, and a frozen chemical language model all reproduce it (p

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Key points and analysis

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Key points

  • Marginal CP achieves 90% global coverage but minority coverage drops to as low as 4.2% on toxicity data.
  • The failure is model-independent, observed across random forests, graph networks, and language models.
  • Class-conditional CP closes the gap with only a modest increase in prediction-set size.
  • A diagnostic and cost model show that abstaining on affected compounds can flip screening utility from negative to positive.

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