mlr_measures_classif.bbrier: Binary Brier Score

In mlr3: Machine Learning in R - Next Generation

Binary Brier Score

Description

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.

Dictionary

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

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

Parameters

Empty ParamSet

Meta Information

• Type: "binary"

• Range: [0, 1]

• Minimize: TRUE

• Required prediction: prob

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.

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

mlr3 documentation built on Oct. 18, 2024, 5:11 p.m.