Time-Split Cross-Validation as a Method for Estimating the Goodness of Prospective Prediction

Cross-validation is a common method to validate a QSAR model. In cross-validation, some compounds are held out as a test set, while the remaining compounds form a training set. A model is built from the training set, and the test set compounds are predicted on that model. The agreement of the predicted and observed activity values of the test set (measured by, say, R-2) is an estimate of the self-consistency of the model and is sometimes taken as an indication of the predictivity of the model. This estimate of predictivity can be optimistic or pessimistic compared to true prospective prediction, depending how compounds in the test set are selected. Here, we show that time-split selection gives an R-2 that is more like that of true prospective prediction than the R-2 from random selection (too optimistic) or from our analog of leave-class-out selection (too pessimistic). Time-split selection should be used in addition to random selection as a standard for cross-validation in QSAR model building.