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Feature Request: BrierScore for multiclass problems (auto adding :type=Mu to ordinary BrierScore, by averaging across classes). #2603

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fingoldo opened this issue Mar 5, 2024 · 1 comment
Open

Feature Request: BrierScore for multiclass problems (auto adding :type=Mu to ordinary BrierScore, by averaging across classes). #2603

fingoldo opened this issue Mar 5, 2024 · 1 comment
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feature request objectives and metrics

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@fingoldo
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fingoldo commented Mar 5, 2024

Problem: currently one can use eval_meric='AUC' for a multiclass problem, and it translates to 'AUC:type=Mu' automatically.
Can we have the same functionality for "BrierScore" metric? CPU and GPU support would be nice to have.
For now, it throws an error:
CatBoostError: C:/Go_Agent/pipelines/BuildMaster/catboost.git/catboost/private/libs/target/data_providers.cpp:382: Both binary classification-only and multiclassification-only loss function or metrics specified

catboost version: 2.1.1
Operating System: Win
@andrey-khropov
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catboost version: 2.1.1

There's no such version of CatBoost yet.

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@andrey-khropov @fingoldo