Delayed optical feedback semiconductor lasers are the most widely used chaotic light sources in recent years. However, its unpredictability evaluation is still an urgent issue to be addressed. From the information-theoretic point of view, the Kolmogorov-Sinai entropy calculated from the linearized differential equation can accurately evaluate the unpredictability of chaotic laser signals. However, evaluating the Kolmogorov-Sinai entropy of experimental data is very difficult, if not impossible. In this paper, we demonstrate that the Cohen-Procaccia entropy can be used as a practical alternative method for quantifying the unpredictability of chaotic signals generated from delayed optical feedback semiconductor laser experiments after optimizing the embedding dimension d, the normalized vertical resolution εN, and the sampling time τ.