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.
This Measure can be instantiated via the dictionary mlr_measures or with the associated sugar function msr():
mlr_measures$get("bbrier")
msr("bbrier")
Type: "binary"
Range: \([0, 1]\)
Minimize: TRUE
Required prediction: prob
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.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.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