catboost/catboost

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

fingoldo opened this issue · 1 comments

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

catboost version: 2.1.1

There's no such version of CatBoost yet.