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Browse files- README.md +99 -5
- app.py +6 -0
- brier_score.py +134 -0
- requirements.txt +2 -0
README.md
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---
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title: Brier Score
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sdk: gradio
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sdk_version: 3.
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app_file: app.py
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pinned: false
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---
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-
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---
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title: Brier Score
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emoji: 🤗
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colorFrom: blue
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colorTo: red
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sdk: gradio
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sdk_version: 3.0.2
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app_file: app.py
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pinned: false
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tags:
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- evaluate
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- metric
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description: >-
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The Brier score is a measure of the error between two probability distributions.
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---
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# Metric Card for Brier Score
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## Metric Description
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Brier score is a type of evaluation metric for classification tasks, where you predict outcomes such as win/lose, spam/ham, click/no-click etc.
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`BrierScore = 1/N * sum( (p_i - o_i)^2 )`
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Where `p_i` is the prediction probability of occurrence of the event, and the term `o_i` is equal to 1 if the event occurred and 0 if not. Which means: the lower the value of this score, the better the prediction.
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## How to Use
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At minimum, this metric requires predictions and references as inputs.
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```python
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>>> brier_score = evaluate.load("brier_score")
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>>> predictions = np.array([0, 0, 1, 1])
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>>> references = np.array([0.1, 0.9, 0.8, 0.3])
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>>> results = brier_score.compute(predictions=predictions, references=references)
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```
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### Inputs
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Mandatory inputs:
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- `predictions`: numeric array-like of shape (`n_samples,`) or (`n_samples`, `n_outputs`), representing the estimated target values.
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- `references`: numeric array-like of shape (`n_samples,`) or (`n_samples`, `n_outputs`), representing the ground truth (correct) target values.
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Optional arguments:
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- `sample_weight`: numeric array-like of shape (`n_samples,`) representing sample weights. The default is `None`.
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- `pos_label`: the label of the positive class. The default is `1`.
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### Output Values
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This metric returns a dictionary with the following keys:
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- `brier_score (float)`: the computed Brier score.
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Output Example(s):
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```python
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{'brier_score': 0.5}
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```
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#### Values from Popular Papers
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### Examples
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```python
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>>> brier_score = evaluate.load("brier_score")
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>>> predictions = np.array([0, 0, 1, 1])
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>>> references = np.array([0.1, 0.9, 0.8, 0.3])
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>>> results = brier_score.compute(predictions=predictions, references=references)
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>>> print(results)
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{'brier_score': 0.3375}
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```
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Example with `y_true` contains string, an error will be raised and `pos_label` should be explicitly specified.
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```python
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>>> brier_score_metric = evaluate.load("brier_score")
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>>> predictions = np.array(["spam", "ham", "ham", "spam"])
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>>> references = np.array([0.1, 0.9, 0.8, 0.3])
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>>> results = brier_score.compute(predictions, references, pos_label="ham")
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>>> print(results)
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{'brier_score': 0.0374}
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```
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## Limitations and Bias
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The [brier_score](https://huggingface.co/metrics/brier_score) is appropriate for binary and categorical outcomes that can be structured as true or false, but it is inappropriate for ordinal variables which can take on three or more values.
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## Citation(s)
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```bibtex
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@article{scikit-learn,
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title={Scikit-learn: Machine Learning in {P}ython},
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author={Pedregosa, F. and Varoquaux, G. and Gramfort, A. and Michel, V.
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and Thirion, B. and Grisel, O. and Blondel, M. and Prettenhofer, P.
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and Weiss, R. and Dubourg, V. and Vanderplas, J. and Passos, A. and
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Cournapeau, D. and Brucher, M. and Perrot, M. and Duchesnay, E.},
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journal={Journal of Machine Learning Research},
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volume={12},
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pages={2825--2830},
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year={2011}
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}
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@Article{brier1950verification,
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title={Verification of forecasts expressed in terms of probability},
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author={Brier, Glenn W and others},
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journal={Monthly weather review},
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volume={78},
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number={1},
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pages={1--3},
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year={1950}
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}
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```
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## Further References
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- [Brier Score - Wikipedia](https://en.wikipedia.org/wiki/Brier_score)
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app.py
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import evaluate
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from evaluate.utils import launch_gradio_widget
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module = evaluate.load("brier_score")
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launch_gradio_widget(module)
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brier_score.py
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# Copyright 2022 The HuggingFace Datasets Authors and the current dataset script contributor.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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"""Brier Score Metric"""
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import datasets
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from sklearn.metrics import brier_score_loss
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import evaluate
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_CITATION = """\
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@article{scikit-learn,
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title={Scikit-learn: Machine Learning in {P}ython},
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author={Pedregosa, F. and Varoquaux, G. and Gramfort, A. and Michel, V.
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and Thirion, B. and Grisel, O. and Blondel, M. and Prettenhofer, P.
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and Weiss, R. and Dubourg, V. and Vanderplas, J. and Passos, A. and
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Cournapeau, D. and Brucher, M. and Perrot, M. and Duchesnay, E.},
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journal={Journal of Machine Learning Research},
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volume={12},
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pages={2825--2830},
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year={2011}
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}
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"""
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_DESCRIPTION = """\
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Brier score is a type of evaluation metric for classification tasks, where you predict outcomes such as win/lose, spam/ham, click/no-click etc.
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`BrierScore = 1/N * sum( (p_i - o_i)^2 )`
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"""
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_KWARGS_DESCRIPTION = """
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Args:
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y_true : array of shape (n_samples,)
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True targets.
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y_prob : array of shape (n_samples,)
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Probabilities of the positive class.
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sample_weight : array-like of shape (n_samples,), default=None
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Sample weights.
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pos_label : int or str, default=None
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Label of the positive class. `pos_label` will be inferred in the
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following manner:
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* if `y_true` in {-1, 1} or {0, 1}, `pos_label` defaults to 1;
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* else if `y_true` contains string, an error will be raised and
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`pos_label` should be explicitly specified;
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* otherwise, `pos_label` defaults to the greater label,
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i.e. `np.unique(y_true)[-1]`.
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Returns
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score : float
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Brier score loss.
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Examples:
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Example-1: if y_true in {-1, 1} or {0, 1}, pos_label defaults to 1.
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>>> import numpy as np
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>>> brier_score = evaluate.load("brier_score")
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>>> references = np.array([0, 0, 1, 1])
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>>> predictions = np.array([0.1, 0.9, 0.8, 0.3])
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>>> results = brier_score.compute(references=references, predictions=predictions)
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>>> print(round(results["brier_score"], 4))
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0.3375
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Example-2: if y_true contains string, an error will be raised and pos_label should be explicitly specified.
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>>> import numpy as np
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>>> brier_score = evaluate.load("brier_score")
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>>> references = np.array(["spam", "ham", "ham", "spam"])
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>>> predictions = np.array([0.1, 0.9, 0.8, 0.3])
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>>> results = brier_score.compute(references=references, predictions=predictions, pos_label="ham")
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>>> print(round(results["brier_score"], 4))
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0.0375
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"""
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@evaluate.utils.file_utils.add_start_docstrings(_DESCRIPTION, _KWARGS_DESCRIPTION)
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class BrierScore(evaluate.Metric):
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def _info(self):
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return evaluate.MetricInfo(
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description=_DESCRIPTION,
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citation=_CITATION,
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inputs_description=_KWARGS_DESCRIPTION,
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features=self._get_feature_types(),
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reference_urls=["https://scikit-learn.org/stable/modules/generated/sklearn.metrics.brier_score_loss.html"],
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)
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def _get_feature_types(self):
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if self.config_name == "multilist":
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return [
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datasets.Features(
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{
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"references": datasets.Sequence(datasets.Value("float")),
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"predictions": datasets.Sequence(datasets.Value("float")),
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}
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),
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datasets.Features(
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{
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"references": datasets.Sequence(datasets.Value("string")),
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"predictions": datasets.Sequence(datasets.Value("float")),
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}
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),
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]
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else:
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return [
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datasets.Features(
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{
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"references": datasets.Value("float"),
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"predictions": datasets.Value("float"),
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}
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),
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datasets.Features(
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{
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"references": datasets.Value("string"),
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"predictions": datasets.Value("float"),
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}
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),
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]
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def _compute(self, references, predictions, sample_weight=None, pos_label=1):
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brier_score = brier_score_loss(references, predictions, sample_weight=sample_weight, pos_label=pos_label)
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return {"brier_score": brier_score}
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requirements.txt
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git+https://github.com/huggingface/evaluate@2dfe5d9e9d7373e48c82d19930a80559ea8cc4af
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sklearn
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