The Spherical scoring rule is known to be strictly proper.
However, it is not very intuitive.
Its arccos
, however, is the angle between the prediction (p,1-p)
and actual outcome (a,1-a)
vectors (where a=1
or a=0
).
Is it strictly proper? (arccos
is decreasing, so we need to replace min
with max
in the definition, which is fine).