No, squared error (the Brier score) is absolutely a strictly proper scoring rule for classification, which is the claim made in the article. See the linked Wiki

No, squared error (the Brier score) is absolutely a strictly proper scoring rule for classification, which is the claim made in the article. See the linked Wikipedia article: https://en.wikipedia.org/wiki/Scoring_rule#Brier.2Fquadratic_scoring_rule https://en.wikipedia.org/wiki/Scoring_rule#Brier.2Fquadratic... Perhaps you are thinking of probabilistic regression problems, for which mean squared error is indeed not strictly proper. My favorite scoring rule for continuous variables is the continuous ranked probability score, which is actually a generalization of mean absolute error (for non-probabilistic regression).