# Name of mean absolute error analogue to Brier score?

Yesterday's question Determine accuracy of model which estimates probability of event got me curious about probability scoring.

The Brier score $$\frac{1}{N}\sum\limits _{i=1}^{N}(\text{prediction}_i - \text{reference}_i)^2$$ is a mean squared error measure. Does the analogous mean absolute error performance measure
$$\frac{1}{N}\sum\limits _{i=1}^{N}|\text{prediction}_i - \text{reference}_i|$$ have a name, too?

• Google allowed me to find this paper where something very similar is named $L_1$-calibration score. Note that this score is a bit different than yours, anyway "$L_1$ score" seems the good keyword. Jan 4, 2012 at 17:23
• What search terms did you use? Googling I mainly learned how many different tumour scores exist (L1 meaning lymphnode involvement in that context)... Jan 5, 2012 at 8:12
• Something like "L1 score probability"... may be I've been lucky Jan 5, 2012 at 8:17
• Or google tries to help me and thinks I'm looking for tumours because that's what I do more often... "probability near score L1" got me to the paper below. Jan 5, 2012 at 8:24