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[ENH] Interval width (sharpness) metric #6437
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@@ -599,6 +599,70 @@ def get_test_params(self): | |||
return [params1] | |||
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class IntervalWidth(_BaseProbaForecastingErrorMetric): | |||
"""Interval width for interval predictions, sometimes also known as calibration. |
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Do you mean calibration or sharpness?
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not sure - which one is correct?
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After taking again a look into Gneiting et. al. "Probabilistic forecasts, calibration and sharpness" [1]. I would say that this is sharpness.
[1] https://sites.stat.washington.edu/raftery/Research/PDF/Gneiting2007jrssb.pdf
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renamed
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Just a small comment on the naming of a variable. Not sure, if my suggestion is better. Thus, the comment is not blocking.
Interval width metric for interval forecasts, as requeste by @benHeid.