Malware evolves rapidly over time, which makes existing solutions being ineffective in detecting newly released malware. Machine learning models that can learn to capture malicious patterns directly from the data play an increasingly important role in malware analysis. However, traditional machine learning models heavily depend on feature engineering. The extracted static features are vulnerable as hackers could create new malware with different feature values to deceive the machine learning models. In this paper, we propose an end-to-end malware detection framework consisting of convolutional neural network, autoencoder and neural decision trees. It learns the features from multiple domains for malware detection without feature engineering. In addition, since anti-virus products should have a very low false alarm rate to avoid annoying users, we propose a special loss function, which optimizes the recall for a fixed low false positive rate (e.g., less than 0.1%). Experiments show that the proposed framework has achieved a better recall than the baseline models, and the derived loss function also makes a difference.