AWS Certified Machine Learning – Specialty MLS-C01 – Question183

A data scientist is evaluating a GluonTS on Amazon SageMaker DeepAR model. The evaluation metrics on the test set indicate that the coverage score is 0.489 and 0.889 at the 0.5 and 0.9 quantiles, respectively.
What can the data scientist reasonably conclude about the distributional forecast related to the test set?

A.
The coverage scores indicate that the distributional forecast is poorly calibrated. These scores should be approximately equal to each other at all quantiles.
B. The coverage scores indicate that the distributional forecast is poorly calibrated. These scores should peak at the median and be lower at the tails.
C. The coverage scores indicate that the distributional forecast is correctly calibrated. These scores should always fall below the quantile itself.
D. The coverage scores indicate that the distributional forecast is correctly calibrated. These scores should be approximately equal to the quantile itself.