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The H-measure was proposed by Dr Hand in his article Measuring classifier performance: a coherent alternative to the area under the ROC curve (2009), as a replacement for AUC-ROC. I haven't been able to find an article anywhere about the strictly proper/proper property of this measure.

Is the H-measure a strictly proper or a proper scoring rule?

Gabriel
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1 Answers1

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There is actually a 2022/23 follow-up paper by Hand and Anagnostopoulos, in which they answer this question (among others).

As such it is not really meaningful to ask whether a classification performance measure itself is strictly proper or not, but it is meaningful to ask whether the probability scoring rule on which it is based is strictly proper. For the H-measure, [...] the loss measure is strictly proper.

(Emphasis mine.)

Eike P.
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