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Implementing continuous ranked probability score as metric#922

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Implementing continuous ranked probability score as metric#922
palikar wants to merge 1 commit into
blei-lab:masterfrom
palikar:master

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@palikar

@palikar palikar commented Oct 13, 2018

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Recently I wrote my Bachelor's Thesis and I had to use Edward in order to build Bayesian Neural Network. In the evaluation I had to use CRPS (continuous ranked probability score) but the score is not one of the metrics. I've implemented it more or less the same was as in https://github.com/TheClimateCorporation/properscoring.

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