论文标题
评分规则的优化
Optimization of Scoring Rules
论文作者
论文摘要
本文介绍了优化适当评分规则的目标。目的是最大限度地提高预报员的收益增加，该预报员付出了二进制努力以从先前的信念中提升后验信仰的水平。在此框架中，我们表征了简单设置中的最佳评分规则，提供有效的算法来计算复杂设置中的最佳评分规则，并确定大约最佳的简单评分规则。相比之下，理论和实践中的标准评分规则（例如，二次规则，为期望计分评分规则以及为单个任务得分规则平均的多个任务的评分规则）远非最佳。
This paper introduces an objective for optimizing proper scoring rules. The objective is to maximize the increase in payoff of a forecaster who exerts a binary level of effort to refine a posterior belief from a prior belief. In this framework we characterize optimal scoring rules in simple settings, give efficient algorithms for computing optimal scoring rules in complex settings, and identify simple scoring rules that are approximately optimal. In comparison, standard scoring rules in theory and practice -- for example the quadratic rule, scoring rules for the expectation, and scoring rules for multiple tasks that are averages of single-task scoring rules -- can be very far from optimal.
