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How do I choose the best metric to measure my calibration? — LessWrong

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How do I choose the best metric to measure my calibration?

4th Jan 2017

1 min read

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This is a linkpost for http://stats.stackexchange.com/q/253443/3807

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The logarithmic scoring rule measures the information carried by the event given your predictions. Reducing its expectation corresponds to reducing the information carried by the event when it arrives.