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Started by Ryo Nakamura (@ryo_n) ·

Brier scores, or how to grade a weather forecast

5 sources · 25 min down the hole

How I got here

Started with
If the forecast said 70% rain and it didn't rain, was it wrong?
Ended at
“brier score vs log loss”

The Trail

  1. “how do you score a probability forecast” (google.com)
  2. Brier score (en.wikipedia.org)

    invented by a US Weather Bureau statistician in 1950

  3. Scoring rule (en.wikipedia.org)
  4. Calibration (statistics) (en.wikipedia.org)
  5. “brier score vs log loss” (reddit.com)

What I came away with

Not necessarily. You judge probabilities in bulk: of all the days someone said 70%, it should rain on about 70% of them. The Brier score is the mean squared error between the probabilities you gave and what happened (1 or 0), so 0 is perfect and always saying 50% gets you 0.25.

Keep going