Multiclass AUC Scores

Measure to compare true observed labels with predicted probabilities in multiclass classification tasks.

Details

Multiclass AUC measures.

AUNU: AUC of each class against the rest, using the uniform class distribution. Computes the AUC treating a c-dimensional classifier as c two-dimensional 1-vs-rest classifiers, where classes are assumed to have uniform distribution, in order to have a measure which is independent of class distribution change (Fawcett 2001).
AUNP: AUC of each class against the rest, using the a-priori class distribution. Computes the AUC treating a c-dimensional classifier as c two-dimensional 1-vs-rest classifiers, taking into account the prior probability of each class (Fawcett 2001).
AU1U: AUC of each class against each other, using the uniform class distribution. Computes something like the AUC of c(c - 1) binary classifiers (all possible pairwise combinations). See Hand (2001) for details.
AU1P: AUC of each class against each other, using the a-priori class distribution. Computes something like AUC of c(c - 1) binary classifiers while considering the a-priori distribution of the classes as suggested in Ferri (2009). Note we deviate from the definition in Ferri (2009) by a factor of c. The person implementing this function and writing this very documentation right now cautions against using this measure because it is an imperfect generalization of AU1U.

The score function calls mlr3measures::mauc_au1p() from package mlr3measures.

If the measure is undefined for the input, NaN is returned. This can be customized by setting the field na_value.

This Measure can be instantiated via the dictionary mlr_measures or with the associated sugar function msr():

mlr_measures$get("classif.mauc_au1p")
msr("classif.mauc_au1p")

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