Creating scorer for Brier Score Loss in scikit-learn
问题 I'm trying to make use of GridSearchCV and RandomizedSearchCV in scikit-learn (0.16.1) for logistic regression and random forest classifiers (and possibly others down the road) for binary class problems. I managed to get GridSearchCV to work with the standard LogisticRegression classifier, but I cannot get LogisticRegressionCV to work (or RandomizedGridCV for the RandomForestClassifier) with a customized scoring function, specifically brier_score_loss. I have tried this code: lrcv =