Hello,
I have a question about Brier Score. For a given instance, do we average
its Brier Score over the total number classes? I get the impression that
the Brier Score is averaged over the total number clases in Dr. Lin's paper.
However, the textbook slide's formula for quadratic loss (Brier Score) does
not take an average over the total number of classes.
Also, when we want to calculate the probability error of multiple instances,
do we always divide the sum of all instances' errors by the total number
of instances regardless of the error criterion we use?
Thanks.