R/binary_bbrier.R

Defines functions bbrier

Documented in bbrier

#' @title Binary Brier Score
#'
#' @details
#' The Binary Brier Score is defined as \deqn{
#'    \frac{1}{n} \sum_{i=1}^n w_i (I_i - p_i)^2,
#' }{
#'    weighted.mean(((t == positive) - p)^2, w),
#' }
#' where \eqn{w_i} are the sample weights,
#'  and \eqn{I_{i}} is 1 if observation \eqn{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.
#'
#' @templateVar mid bbrier
#' @template binary_template
#'
#' @references
#' \url{https://en.wikipedia.org/wiki/Brier_score}
#'
#' `r format_bib("brier_1950")`
#'
#' @inheritParams binary_params
#' @template binary_example
#' @export
bbrier = function(truth, prob, positive, sample_weights = NULL, ...) {
  assert_binary(truth, prob = prob, positive = positive)
  wmean(.se(truth == positive, prob), sample_weights)
}

#' @include measures.R
add_measure(bbrier, "Binary Brier Score", "binary", 0, 1, TRUE)

Try the mlr3measures package in your browser

Any scripts or data that you put into this service are public.

mlr3measures documentation built on Sept. 12, 2024, 7:20 a.m.