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AUC computation #9

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tomviering opened this issue Aug 11, 2023 · 0 comments

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tomviering commented Aug 11, 2023

It would be nice if we can include AUC scores for the classifiers. This is possible also for the SVM with decision_function

The AUC computation is a bit non-trivial for the one versus rest classifiers, and need to be dealt with by hand.

For SVM, it is possible to convert one versus rest decision functions to one versus one decision functions. This can be used to get the one versus rest AUC. See here:
https://github.com/scikit-learn/scikit-learn/blob/2a2772a87b6c772dc3b8292bcffb990ce27515a8/sklearn/utils/multiclass.py#L479

Additionally, we need to deal with classes that were not seen during training.

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