mbrier {mlr3measures} | R Documentation |
Multiclass Brier Score
Description
Measure to compare true observed labels with predicted probabilities in multiclass classification tasks.
Usage
mbrier(truth, prob, ...)
Arguments
truth |
( |
prob |
( |
... |
( |
Details
Brier score for multi-class classification problems with r
labels defined as
\frac{1}{n} \sum_{i=1}^n \sum_{j=1}^r (I_{ij} - p_{ij})^2.
I_{ij}
is 1 if observation i
has true label j
, and 0 otherwise.
Note that there also is the more common definition of the Brier score for binary
classification problems in bbrier()
.
Value
Performance value as numeric(1)
.
Meta Information
Type:
"classif"
Range:
[0, 2]
Minimize:
TRUE
Required prediction:
prob
References
Brier GW (1950). “Verification of forecasts expressed in terms of probability.” Monthly Weather Review, 78(1), 1–3. doi:10.1175/1520-0493(1950)078<0001:vofeit>2.0.co;2.
See Also
Other Classification Measures:
acc()
,
bacc()
,
ce()
,
logloss()
,
mauc_aunu()
,
mcc()
,
zero_one()
Examples
set.seed(1)
lvls = c("a", "b", "c")
truth = factor(sample(lvls, 10, replace = TRUE), levels = lvls)
prob = matrix(runif(3 * 10), ncol = 3)
colnames(prob) = levels(truth)
mbrier(truth, prob)