multiclass.Brier: Multiclass Brier score

In measures: Performance Measures for Statistical Learning

Description

Defined as: (1/n) sum_i sum_j (y_ij - p_ij)^2, where y_ij = 1 if observation i has class j (else 0), and p_ij is the predicted probability of observation i for class j. From http://docs.lib.noaa.gov/rescue/mwr/078/mwr-078-01-0001.pdf.

Usage

multiclass.Brier(probabilities, truth)

Arguments

probabilities	[numeric] matrix of predicted probabilities with columnnames of the classes
truth	vector of true values

Examples

n = 20
set.seed(122)
truth = as.factor(sample(c(1,2,3), n, replace = TRUE))
probabilities = matrix(runif(60), 20, 3)
probabilities = probabilities/rowSums(probabilities)
colnames(probabilities) = c(1,2,3)
multiclass.Brier(probabilities, truth)

Example output

[1] 0.8629137

measures documentation built on Jan. 19, 2021, 5:08 p.m.