Combining Bayesian and Evidential Uncertainty Quantification for Improved Bioactivity Modeling

Uncertainty quantification (UQ) has been recognized as a prerequisite for reliable and trustworthy computational modeling in drug discovery. Two widely considered paradigms, Bayesian methods (deep ensemble and MC dropout) and evidential learning, differ in their computational demands and expressivity of uncertainties, excelling in complementary settings. Here, we propose hybrid approaches that combine both paradigms and benchmark them on the Papyrus++ data set across two end points (xC₅₀, K_x) and multiple split strategies. Our ensemble of evidential models (EOE) consistently achieves the best overall performance, yielding the lowest RMSE and leading CRPS and interval scores, including under the most challenging distributional shifts. While large ensembles often excel in rejection-based utility, EOE matches or surpasses them at a fraction of the computational cost. Statistical tests confirm its advantage, and a hardware-agnostic compute analysis highlights favorable performance-efficiency trade-offs. These results demonstrate that combining evidential and Bayesian principles yields more accurate and informative uncertainties for bioactivity modeling, with EOE offering a robust─and computationally practical─default for uncertainty-aware decision-making in drug discovery.