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fair, symmetric scoring rule
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| from random import random as r | |
| #TODO: rewrite deterministically | |
| def brier(pf=0.5, P=0.5, N=1024**2): | |
| if callable(P): | |
| o = P | |
| elif hasattr(P, '__getitem__') | |
| o = lambda t: P[t] | |
| else: | |
| o = lambda t: r()<P | |
| return 1 - sum( (pf-o(t))**2 for t in range(N) )/N | |
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