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Measures of predictive accuracy, miscalibration and discrimination

{\L}ukasz Delong, Mario W\"uthrich

ABC, ABC² and Gini scores rely on predictor-dependent weights that break alignment with mean-consistent loss functions and can produce dishonest model evaluations for point predictions.

arxiv:2605.12679 v1 · 2026-05-12 · stat.ME

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Claims

C1strongest claim

ABC, ABC² and Gini scores may lead to dishonest evaluation of point predictions when used for model selection; this gives support to use mean-consistent loss functions as well as the miscalibration and the discrimination measure from the Murphy's decomposition of the expected loss for model evaluation.

C2weakest assumption

That the class of mean-consistent scoring functions is the appropriate reference class for honest evaluation, and that predictor-dependent weights in ABC necessarily violate alignment with this class for all relevant Bregman divergences.

C3one line summary

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.

References

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[1] Aaberge, R. (2009). Ranking intersecting Lorenz curves. Social Choice and Welfare 33 , 235-259 2009
[2] Atkinson, A. (1969). On the measurement of inequality. Journal of Economic Theory 2 , 244-263 1969
[3] Bendel, R.B., Higgins, S.S., Teberg, J.E., Pyke, D.A. (1989). Comparison of skewness coefficient, coefficient of variation, and Gini coefficient as inequality measures within populations. Oecologia 78 1989
[4] (2025) Gini score under ties and case weights 2025
[5] Dardanoni, V., Lambert, P. (1988). Welfare rankings of income distributions: A role for the variance and some insights for tax reform Social Choice and Welfare 5 , 1-17 1988
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First computed 2026-05-18T03:09:50.021120Z
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Canonical hash

d44e1e186bed2b66ecb0174b3ca2f642a5d114e323158dfd65fec8ed764d8a52

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arxiv: 2605.12679 · arxiv_version: 2605.12679v1 · doi: 10.48550/arxiv.2605.12679 · pith_short_12: 2RHB4GDL5UVW · pith_short_16: 2RHB4GDL5UVWN3FQ · pith_short_8: 2RHB4GDL
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/2RHB4GDL5UVWN3FQC5FTZIXWIK \
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Canonical record JSON
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