Struct CalibrationMetrics 

pub struct CalibrationMetrics {
    pub brier_score: f64,
    pub baseline_brier_score: f64,
    pub brier_skill_score: f64,
    pub log_loss: f64,
    pub expected_calibration_error: f64,
    pub sample_size: usize,
}

Out-of-sample calibration performance metrics and baseline comparisons.

Fields

brier_score: f64

Mean squared error between calibrated probability and realized outcome: sum((p - y)^2) / N.

baseline_brier_score: f64

Brier score of a trivial constant baseline prediction (e.g. historical training winrate).

brier_skill_score: f64

Brier Skill Score: 1.0 - (brier_score / baseline_brier_score). Positive values indicate genuine skill exceeding the trivial baseline.

log_loss: f64

Average logarithmic loss (binary cross entropy).

expected_calibration_error: f64

Expected Calibration Error across equal-width probability bins.

sample_size: usize

Number of evaluated out-of-sample observations.

Trait Implementations

impl Clone for CalibrationMetrics

fn clone(&self) -> CalibrationMetrics

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for CalibrationMetrics

impl Debug for CalibrationMetrics

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for CalibrationMetrics

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for CalibrationMetrics

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for CalibrationMetrics

fn eq(&self, other: &CalibrationMetrics) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for CalibrationMetrics

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for CalibrationMetrics