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Accurately predicting protein-ligand binding affinities is an important problem in computational chemistry since it can substantially accelerate drug discovery for virtual screening and lead optimization. We propose here a fast machine-learning approach for predicting binding affinities using state-of-the-art 3D-convolutional neural networks and compare this approach to other machine-learning and scoring methods using several diverse data sets. The results for the standard PDBbind (v.2016) core test-set are state-of-the-art with a Pearson's correlation coefficient of 0.82 and a RMSE of 1.27 in pK units between experimental and predicted affinity, but accuracy is still very sensitive to the specific protein used. K