multiclass.AU1U: Average 1 vs. 1 multiclass AUC

In measures: Performance Measures for Statistical Learning

Description

Computes AUC of c(c - 1) binary classifiers (all possible pairwise combinations) while considering uniform distribution of the classes. See Ferri et al.: https://www.math.ucdavis.edu/~saito/data/roc/ferri-class-perf-metrics.pdf.

Usage

multiclass.AU1U(probabilities, truth)

Arguments

probabilities	[numeric] matrix of predicted probabilities with columnnames of the classes
truth	vector of true values

Examples

n = 20
set.seed(122)
truth = as.factor(sample(c(1,2,3), n, replace = TRUE))
probabilities = matrix(runif(60), 20, 3)
probabilities = probabilities/rowSums(probabilities)
colnames(probabilities) = c(1,2,3)
multiclass.AU1U(probabilities, truth)

measures documentation built on Jan. 19, 2021, 5:08 p.m.