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2 Results for: Keyword: strictly proper scoring rules
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- ArticleSeptember 2023
Scoring Rule Nets: Beyond Mean Target Prediction in Multivariate Regression
Machine Learning and Knowledge Discovery in Databases: Research TrackPages 190–205https://doi.org/10.1007/978-3-031-43415-0_12AbstractProbabilistic regression models trained with maximum likelihood estimation (MLE), can sometimes overestimate variance to an unacceptable degree. This is mostly problematic in the multivariate domain. While univariate models often optimize the ...
- research-articleJuly 2020
Surrogate Scoring Rules
EC '20: Proceedings of the 21st ACM Conference on Economics and ComputationPages 853–871https://doi.org/10.1145/3391403.3399488Strictly proper scoring rules (SPSR) are incentive compatible for eliciting information about random variables from strategic agents when the principal can reward agents after the realization of the random variables. They also quantify the quality of ...