Protein function prediction is an important problem in functional genomics. Typically, protein sequences are represented by feature vectors. A major problem of protein datasets that increase the complexity of classification models is their large number of features. The process of drug discovery often involves the use of quantitative structure-activity relationship (QSAR) models to identify chemical structures that could have good inhibitory effects on specific targets and have low toxicity (non-specific activity). QSAR models are regression or classification models used in the chemical and biological sciences. Because of high dimensionality problems, a feature selection problem is imminent. In this study, we thus employ a hybrid Estimation of Distribution Algorithm (EDA) based filter-wrapper methodology to simultaneously extract informative feature subsets and build robust QSAR models. The performance of the algorithm was tested on the benchmark classification challenge datasets obtained from the CoePRa competition platform, developed in 2006. Our results clearly demonstrate the efficacy of a hybrid EDA filter-wrapper algorithm in comparison to the results reported earlier. © 2013 IEEE.