[source]

Brier Score

Brier Score is a strictly proper scoring metric that is equivalent to applying mean squared error to the probabilities of a probabilistic estimator.

Note

In order to maintain the convention of maximizing validation scores, this metric outputs the negative of the original score.

Estimator Compatibility: Probabilistic Classifier

Score Range: -2 to 0

Parameters

This metric does not have any parameters.

Example

use Rubix\ML\CrossValidation\Metrics\BrierScore;

$metric = new BrierScore();

References

---

1. G. W. Brier. (1950). Verification of Forecasts Expresses in Terms of Probability. ↩