| 12345678910111213141516171819202122 |
- #lang racket/base
- ; scoring_rules.rkt
- ;
- ; Compute scores for probabilistic predictions
- ; https://en.wikipedia.org/wiki/Scoring_rule#Proper_scoring_rules
- (provide brier-score
- log-score)
- ; compute Brier score
- ; f - forecast probability, [0, 1]
- ; o - actual outcome, 0 or 1
- (define (brier-score f o)
- (expt (- f o) 2))
- ; compute logarithmic score
- ; L(r,i) = ln(r_i)
- (define (log-score f o)
- (cond
- [(eq? o 1) (log f)]
- [(eq? o 0) (log (- 1 f))]))
|
