Chemogenomics, also called proteochemometrics, covers a range of computational methods that can be used to predict protein-ligand interactions at large scales in the protein and chemical spaces. They differ from more classical ligand-based methods (also called QSAR) that predict ligands for a given protein receptor. In the context of drug discovery process, chemogenomics allows to tackle the question of predicting off-target proteins for drug candidates, one of the main causes of undesirable side-effects and failure within drugs development processes. The present study compares shallow and deep machine-learning approaches for chemogenomics, and explores data augmentation techniques for deep learning algorithms in chemogenomics. Shallow machine-learning algorithms rely on expertbased chemical and protein descriptors, while recent developments in deep learning algorithms enable to learn abstract numerical representations of molecular graphs and protein sequences, in order to optimise the performance of the prediction task. We first propose a formulation of chemogenomics with deep learning, called the chemogenomic neural network (CN), as a feed-forward neural network taking as input the combination of molecule and protein representations learnt by molecular graph and protein sequence encoders. We show that, on large datasets, the deep learning CN model outperforms state-of-the-art shallow methods, and competes with deep methods with expert-based descriptors. However, on small datasets, shallow methods present better prediction performance than deep learning methods. Then, we evaluate data augmentation techniques, namely multi-view and transfer learning, to improve the prediction performance of the chemogenomic neural network. We conclude that a promising research direction is to integrate heterogeneous sources of data such as auxiliary tasks for which large datasets are available, or independently, multiple molecule and protein attribute views.