Scoring rule
In decision theory, a scoring rule provides a summary measure for the evaluation of probabilistic predictions or forecasts. It is applicable to tasks in which predictions assign probabilities to events, i.e. one issues a probability distribution
Scoring rule - Wikipedia Jump to content From Wikipedia, the free encyclopedia Measure for evaluating probabilistic forecasts Not to be confused with Score voting . Visualization of the expected score under various predictions from some common scoring functions. Dashed black line: forecaster's true belief, red: linear, orange: spherical, purple: quadratic, green: log. In decision theory , both a scoring rule [ 1 ] as well as a scoring function [ 2 ] provide an ex post summary measure for the evaluation of the quality of a prediction or forecast. They assign a numeric score to a single predicti
related reading
- Gneiting2007jasa.pdfsites.stat.washington.edu
- Scoring rules part 3: Incentivizing precision – Unexpected Valuesericneyman.wordpress.com
- Brier score - Wikipediaen.wikipedia.org
- Fundamentals of predictionmlstory.org
- Bradley–Terry model - Wikipediaen.wikipedia.org
- ML vs. Score matchingarxiv.org
- How much do you believe your results? — LessWronglesswrong.com
- Interpretations of Probability (Stanford Encyclopedia of Philosophy)plato.stanford.edu
- Gregory Gundersengregorygundersen.com
- A Technical Explanation of Technical Explanation – Eliezer S. Yudkowskyyudkowsky.net
- When pooling forecasts, use the geometric mean of odds — EA Forumforum.effectivealtruism.org
- 1406.2148arxiv.org