measures (version 0.2)

LSR: Logarithmic Scoring Rule

Description

Defined as: mean(log(p_i)), where p_i is the predicted probability of the true class of observation i. This scoring rule is the same as the negative logloss, self-information or surprisal. See: Bickel, J. E. (2007). Some comparisons among quadratic, spherical, and logarithmic scoring rules. Decision Analysis, 4(2), 49-65.

Usage

LSR(probabilities, truth)

Arguments

probabilities

[numeric] vector (or matrix with column names of the classes) of predicted probabilities

truth

vector of true values n = 20 set.seed(122) truth = as.factor(sample(c(1,2,3), n, replace = TRUE)) probabilities = matrix(runif(60), 20, 3) probabilities = probabilities/rowSums(probabilities) colnames(probabilities) = c(1,2,3) LSR(probabilities, truth)