Glossary · Term

Brier score

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Definition

A grading rule for forecasts that checks one yes-or-no question and asks whether you put about the right probability on it.

A proper scoring rule for probabilistic predictions of a binary outcome, equal to the squared error between predicted probability and realized indicator; standard in event-prediction benchmarks but blind to upper-tail miscalibration on distributional forecasts.

Mentioned in 1 episode

  1. 069
    When Smarter Models Forecast Worse: The Hidden Failure Mode in LLM Predictions