Mean Square Error(MSE) for Classification | Model Evaluation Metrics

Many classifiers can predict continuous scores. Often, continuous scores are intermediate results that are only converted to class labels (usually by threshold) as the very last step of the classification.

In other cases, e.g. posterior probabilities for the class membership can be calculated (e.g. discriminant analysis, logistic regression). You can calculate the MSE using these continuous scores rather than the class labels.

The advantage of that is that you avoid the loss of information due to the dichotomization.

MSE is often called Brier’s score in classification context.