Measure to compare true observed labels with predicted probabilities in binary classification tasks.
Details
The Binary Brier Score is defined as $$ \frac{1}{n} \sum_{i=1}^n w_i (I_i - p_i)^2, $$ where \(w_i\) are the sample weights, and \(I_{i}\) is 1 if observation \(x_i\) 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():
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.fn,
mlr_measures_classif.fnr,
mlr_measures_classif.fomr,
mlr_measures_classif.fp,
mlr_measures_classif.fpr,
mlr_measures_classif.logloss,
mlr_measures_classif.mauc_au1p,
mlr_measures_classif.mauc_au1u,
mlr_measures_classif.mauc_aunp,
mlr_measures_classif.mauc_aunu,
mlr_measures_classif.mauc_mu,
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.tn,
mlr_measures_classif.tnr,
mlr_measures_classif.tp,
mlr_measures_classif.tpr
Other binary classification measures:
mlr_measures_classif.auc,
mlr_measures_classif.dor,
mlr_measures_classif.fbeta,
mlr_measures_classif.fdr,
mlr_measures_classif.fn,
mlr_measures_classif.fnr,
mlr_measures_classif.fomr,
mlr_measures_classif.fp,
mlr_measures_classif.fpr,
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.tn,
mlr_measures_classif.tnr,
mlr_measures_classif.tp,
mlr_measures_classif.tpr