stan-dev / stan-dev/loo

loo_compare for crps and loo_crps

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Dominant language
R
Stars
157
Forks
38
Avg merge
4d 16h
Merged PRs (30d)
2

Description

I just discovered crps! This is great, I was actually asking about how to compare probabilistic vs non-probabilistic predictions https://discourse.mc-stan.org/t/comparison-of-machine-learning-models-and-bayesian-models/30833 and this is exactly what I needed.

I just noticed that loo_compare and print are not implemented. If it's ok, I volunteer to implement it. I just want to know how would you call the predictions, "elpd" doesn't make much sense. Maybe "ps"? (predictive score)?

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reviewing the existing crps and loo_crps functionality, then examine how loo_compare and print are handled elsewhere in the package. Resolve the terminology for predictive scores before implementing the comparison and printing behavior; done means both functions support these predictions with agreed output naming.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
30/100

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