论文标题
在自动校准下使用Gini指数的模型选择
Model selection with Gini indices under auto-calibration
论文作者
论文摘要
Gini指数一般不会给出严格一致的评分规则。因此，最大化Gini指数可能会导致错误的决定。主要问题是GINI指数是基于排名的分数，对不校准敏感。我们表明，如果我们限制在自动校准的回归模型的类别中，GINI索引允许严格一致的评分。
The Gini index does not give a strictly consistent scoring rule in general. Therefore, maximizing the Gini index may lead to wrong decisions. The main issue is that the Gini index is a rank-based score that is not calibration-sensitive. We show that the Gini index allows for strictly consistent scoring if we restrict to the class of auto-calibrated regression models.
