A Simple Generalisation of the Area Under the ROC Curve for Multiple Class Classification Problems

@article{Hand2004ASG,
  title={A Simple Generalisation of the Area Under the ROC Curve for Multiple Class Classification Problems},
  author={D. Hand and R. Till},
  journal={Machine Learning},
  year={2004},
  volume={45},
  pages={171-186}
}
  • D. Hand, R. Till
  • Published 2004
  • Mathematics, Computer Science
  • Machine Learning
The area under the ROC curve, or the equivalent Gini index, is a widely used measure of performance of supervised classification rules. It has the attractive property that it side-steps the need to specify the costs of the different kinds of misclassification. However, the simple form is only applicable to the case of two classes. We extend the definition to the case of more than two classes by averaging pairwise comparisons. This measure reduces to the standard form in the two class case. We… Expand
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