blei-lab / edward

A probabilistic programming language in TensorFlow. Deep generative models, variational inference.
http://edwardlib.org
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Implementing continuous ranked probability score as metric #922

Open palikar opened 5 years ago

palikar commented 5 years ago

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.