Should severity reports be scored with the order in mind?
research/ordinal-scores
Ranked probability score for ordered severities: exact regret Σ(R_k−P_k)², shift over distance d costs dε² (Brier 2ε²), pooling adjacent classes costs half of Brier's, threshold errors ≤ √regret, and per range RPS never beats Brier's incentive.
What it found
For ordered fault severities the ranked probability score is Brier on the cumulative distribution: strictly proper with exact regret Σ(Rk−Pk)², so moving mass ε a distance d costs exactly dε² where Brier charges 2ε² for every d. Pooling adjacent classes costs exactly half of Brier’s, and every threshold probability is within √regret of the truth. The price: per unit of payment range RPS gives Brier’s incentive only for a maximal-distance shift (1/(K−1) for adjacent ones). Extends categorical-scores.
A figure from its own output
Paper, code and results
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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.