Making better decisions with the Brier score

Re:Making better decisions with the Brier score by master_yoda_1 on Monday June 07, 2021 @12:35AM (#27419032)

No difference this is exactly same as brier score. MSE is the KL divergence between ground truth and true prediction, assuming a gaussian error distribution. We use MSE as loss because we try to minimize KL divergence (again assuming gaussian error distribution). The article is very shallow, I am surprise it comes on HN front page.

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Re:Making better decisions with the Brier score by datarecipes on Monday June 07, 2021 @09:17AM (#27422196)

Thanks for your comment.

I agree that the post lacks depth, but it was intended to be a gentle article accessible to a general audience, so they can start applying it in practice in their day to day lives. I would, however, really love to hear your views on what might be a more rigorous treatment of similar topics that can be introduced in an accessible way - would you be able to drop me a line at [email protected]? Thanks!

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Re:Making better decisions with the Brier score by nerdponx on Monday June 07, 2021 @07:01AM (#27421138)

Great point about KL divergence and assumptions about error distribution. This kind of thing is what I think is missing from a lot of data science education.

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Re:Making better decisions with the Brier score by datarecipes on Monday June 07, 2021 @09:19AM (#27422215)

Agreed. It would be great to hear your views on some of the key gaps in modern data science curricula that could be covered in the blog - would you be able to drop me a line at [email protected]? Thanks!

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