Metrics#

Model-agnostic probabilistic evaluation metrics.

Functions

log_loss

Mean binary log loss; lower is better.

brier_score

Binary Brier score; lower is better.

expected_calibration_error

Equal-width expected calibration error; lower is better.

bootstrap_ci

Percentile bootstrap confidence interval for a statistic.

classification_report

Return a JSON-friendly probabilistic evaluation summary.

log_loss(y_true, y_prob)[source]#

Mean binary log loss; lower is better.

brier_score(y_true, y_prob)[source]#

Binary Brier score; lower is better.

expected_calibration_error(y_true, y_prob, bins=10)[source]#

Equal-width expected calibration error; lower is better.

bootstrap_ci(values, statistic=<function mean>, confidence=0.95, n_boot=2000, rng=None)[source]#

Percentile bootstrap confidence interval for a statistic.

classification_report(y_true, y_prob, bins=10)[source]#

Return a JSON-friendly probabilistic evaluation summary.