Reduced perplexity: Uncertainty measures without entropy
Nelson, Kenric P.
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Citation (published version)Kenric P. Nelson. 2014. "Reduced Perplexity: Uncertainty measures without entropy." Recent Advances in Info-Metrics
A simple, intuitive approach to the assessment of probabilistic inferences is introduced. The Shannon information metrics are translated to the probability domain. The translation shows that the negative logarithmic score and the geometric mean are equivalent measures of the accuracy of a probabilistic inference. Thus there is both a quantitative reduction in perplexity as good inference algorithms reduce the uncertainty and a qualitative reduction due to the increased clarity between the original set of inferences and their average, the geometric mean. Further insight is provided by showing that the Renyi and Tsallis entropy functions translated to the probability domain are both the weighted generalized mean of the distribution. The generalized mean of probabilistic inferences forms a Risk Profile of the performance. The arithmetic mean is used to measure the decisiveness, while the -2/3 mean is used to measure the robustness.
Conference paper presented at Recent Advances in Info-Metrics, Washington, DC, 2014. Under review for a book chapter in "Recent innovations in info-metrics: a cross-disciplinary perspective on information and information processing" by Oxford University Press.