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multiclass.AUNU

Average 1 vs. rest multiclass AUC


Description

Computes the AUC treating a c-dimensional classifier as c two-dimensional classifiers, where classes are assumed to have uniform distribution, in order to have a measure which is independent of class distribution change. See Ferri et al.: https://www.math.ucdavis.edu/~saito/data/roc/ferri-class-perf-metrics.pdf.

Usage

multiclass.AUNU(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.AUNU(probabilities, truth)

measures

Performance Measures for Statistical Learning

v0.3
GPL-3
Authors
Philipp Probst [aut, cre]
Initial release

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