ABC, ABC squared, and Gini scores for predictive accuracy rely on predictor-dependent weights that misalign with mean-consistent loss functions, supporting instead the miscalibration and discrimination components from Murphy's decomposition.
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Measures of predictive accuracy, miscalibration and discrimination
ABC, ABC squared, and Gini scores for predictive accuracy rely on predictor-dependent weights that misalign with mean-consistent loss functions, supporting instead the miscalibration and discrimination components from Murphy's decomposition.