Brier score for binary classification problems defined as $$ \frac{1}{n} \sum_{i=1}^n (I_i - p_i)^2. $$ \(I_{i}\) is 1 if observation \(i\) belongs to the positive class, and 0 otherwise.

Note that this (more common) definition of the Brier score is equivalent to the original definition of the multi-class Brier score (see mbrier()) divided by 2.

Note

The score function calls mlr3measures::bbrier() from package mlr3measures.

If the measure is undefined for the input, NaN is returned. This can be customized by setting the field na_value.

Dictionary

This Measure can be instantiated via the dictionary mlr_measures or with the associated sugar function msr():

mlr_measures$get("bbrier")
msr("bbrier")

Meta Information

  • Type: "binary"

  • Range: \([0, 1]\)

  • Minimize: TRUE

  • Required prediction: prob

See also

Dictionary of Measures: mlr_measures

as.data.table(mlr_measures) for a complete table of all (also dynamically created) Measure implementations.

Other classification measures: mlr_measures_classif.acc, mlr_measures_classif.auc, mlr_measures_classif.bacc, mlr_measures_classif.ce, mlr_measures_classif.costs, mlr_measures_classif.dor, mlr_measures_classif.fbeta, mlr_measures_classif.fdr, mlr_measures_classif.fnr, mlr_measures_classif.fn, mlr_measures_classif.fomr, mlr_measures_classif.fpr, mlr_measures_classif.fp, mlr_measures_classif.logloss, mlr_measures_classif.mbrier, mlr_measures_classif.mcc, mlr_measures_classif.npv, mlr_measures_classif.ppv, mlr_measures_classif.prauc, mlr_measures_classif.precision, mlr_measures_classif.recall, mlr_measures_classif.sensitivity, mlr_measures_classif.specificity, mlr_measures_classif.tnr, mlr_measures_classif.tn, mlr_measures_classif.tpr, mlr_measures_classif.tp

Other binary classification measures: mlr_measures_classif.auc, mlr_measures_classif.dor, mlr_measures_classif.fbeta, mlr_measures_classif.fdr, mlr_measures_classif.fnr, mlr_measures_classif.fn, mlr_measures_classif.fomr, mlr_measures_classif.fpr, mlr_measures_classif.fp, mlr_measures_classif.mcc, mlr_measures_classif.npv, mlr_measures_classif.ppv, mlr_measures_classif.prauc, mlr_measures_classif.precision, mlr_measures_classif.recall, mlr_measures_classif.sensitivity, mlr_measures_classif.specificity, mlr_measures_classif.tnr, mlr_measures_classif.tn, mlr_measures_classif.tpr, mlr_measures_classif.tp