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brier-score

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Scoring rules like the Brier Score (Mean Squared Error, Quadratic Score) and Log Loss (Cross-Entropy, Negative Log-Likelihood, Logarithmic Score) can favor incorrect predictions. To address this limitation, the Probabilistic Brier Score (PBS) and Probabilistic Logarithmic Loss (PLL) have been introduced for probabilistic classifiers.

  • Updated May 31, 2025
  • Jupyter Notebook

Production-style A/B testing with binomial GLMs (logit/probit): covariate adjustment, marginal ATE/risks, cluster-robust SEs, and Brier-score calibration.

  • Updated Oct 23, 2025
  • Python

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