Proper Scoring Rules intermediate

A probability forecast is only as useful as the score that judges it: the right score rewards honest beliefs, while the wrong one rewards distortion.

A probability forecast is only as useful as the score that judges it: the right score rewards honest beliefs, while the wrong one rewards distortion.

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References

Measuring Calibration in Deep Learning
(2020)
Making and Evaluating Point Forecasts
Tilmann Gneiting — Journal of the American Statistical Association
Machine Learning for Probabilistic Prediction (PhD thesis, VALERY MANOKHIN)
Valery Manokhin (2022)