ConceptSpearman's rank correlation coefficient / Spearman correlation
Spearman's Rank Correlation Coefficient
A nonparametric statistic that measures the monotonic relationship between the ranks of two variables. It ranges from -1 to 1 and is commonly used to evaluate ranking agreement.
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Nov 2
The models' self-reported uncertainty had a weak ability to rank prediction errors, with a Spearman rank correlation coefficient of at most 0.46.
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