A priori analysis of the activity of drugs on the target protein by computational approaches can be useful in narrowing down drug candidates for further experimental tests. Currently, there are a large number of computational methods that predict the activity of drugs on proteins. In this study, we approach the activity prediction problem as a classification problem and, we aim to improve the classification accuracy by introducing an algorithm that combines partial least squares regression with mixed-integer programming based hyper-boxes classification method, where drug molecules are classified as low active or high active regarding their binding activity (IC50 values) on target proteins. We also aim to determine the most significant molecular descriptors for the drug molecules.