Predicting the likely biological activity (or property) of compounds is a fundamental and challenging task in the drug discovery process. Current computational methodologies aim to improve their predictive accuracies by using deep learning (DL) approaches. However, non-DL based approaches for small- and medium-sized chemical datasets have demonstrated to be most suitable for. In this approach, an initial universe of molecular descriptors (MDs) is first calculated, then different feature selection algorithms are applied, and finally, one or several predictive models are built. Herein we demonstrate that this traditional approach may miss relevant information by assuming that the initial universe of MDs codifies all relevant aspects for the respective learning task. We argue that this limitation is mainly because of the constrained intervals of the parameters used in the algorithms that compute MDs, parameters that define the Descriptor Configuration Space (DCS). We propose to relax these constraints in an open CDS approach, so that a larger universe of MDs can be initially considered. We model the generation of MDs as a multicriteria optimization problem and tackle it with a variant of the standard genetic algorithm. As a novel component, the fitness function is computed by aggregating four criteria via the Choquet integral. Experimental results show that the proposed approach generates a meaningful DCS by improving state-of-the-art approaches in most of the benchmarking chemical datasets accounted for.