File:Scoring functions.gif
Scoring_functions.gif (300 × 300 pixels, file size: 846 KB, MIME type: image/gif, looped, 100 frames, 10 s)
Summary
| Description |
English: The dashed black line represents the forecaster's true belief, the x-axis is their actual prediction, and the y-axis the expected score given their true belief.
Note also: • The red line is the linear scoring rule, which just gives you the probability you assigned to the right outcome as score. We see that it is not "proper" -- that is, the highest value is usually given by predicting close to 0 or 1, as opposed to your true belief. For the other three functions, note that they all have their maxima at the true belief -- your best strategy is to be truthful. They are: • Orange line: spherical scoring rule • Purple line: Brier score • Green line: log score (you may recognize the shape of this curve. Because the expected log score is in fact the Shannon entropy of the underlying variable) Generated using GIFsmos. http://www.gifsmos.com/ |
| Date | |
| Source | Own work |
| Author | Jacoblagerros |
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 15:30, 27 August 2019 | | 300 × 300 (846 KB) | wikimediacommons>Jacoblagerros | Cross-wiki upload from en.wikipedia.org |
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