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Implementing continuous ranked probability score as metric

Open palikar opened this issue 7 years ago • 0 comments

Recently I wrote my Bachelor's Thesis and I had to use Edward in order to build Bayesian Neural Network. In the evaluation I had to use CRPS (continuous ranked probability score) but the score is not one of the metrics. I've implemented it more or less the same was as in https://github.com/TheClimateCorporation/properscoring.

palikar avatar Oct 13 '18 22:10 palikar