ClimbsRocks / auto_ml

[UNMAINTAINED] Automated machine learning for analytics & production
http://auto-ml.readthedocs.io
MIT License
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Interpretation of Brier Score #405

Open carterl92 opened 6 years ago

carterl92 commented 6 years ago

This is in reference to #97. The brier score according to https://en.wikipedia.org/wiki/Brier_score indicates that scores range from 0 to 1 and the equation is a squared-value so this makes sense.

When interpreting the brier scores between models, how does one interpret negative range of scores?

I am running the ml_predictor.train function for LGBMClassifier, RandomForestClassifier, and CatBoostClassifier methods which all return a negative score. CatBoost then is chosen as the "best" model which is used to train the model then at the end returns a CV score which is also negative.

I am new to auto_ml and wanted to make sure I am interpreting the results according to the intended way. Thanks for your help!

-Carter