Data & Analytics
Brier Score
Also known as:
Brier Score
Mean Squared Probability Score
Updated: 2/12/2026
A metric measuring the quality of probabilistic predictions – MSE on probabilities (0=perfect).
Quick Summary
Brier Score = MSE on probabilities – evaluates calibration and discrimination simultaneously.
Explanation
Brier Score = 1/n × Σ(p - y)². Evaluates both calibration and discrimination.
Marketing Relevance
Ideal for risk models in medicine, finance, and lead scoring.
Common Pitfalls
Only for binary classification. Hard to interpret without baseline.
Origin & History
Glenn W. Brier introduced the score in 1950 for weather forecasting. Standard in medical risk research.
Comparisons & Differences
Brier Score vs. Log Loss
Log Loss penalizes errors logarithmically (stronger); Brier quadratically (milder).