AUC for multiclass classification

11 views (last 30 days)
Sepp
Sepp on 26 Aug 2018
Edited: Sepp on 26 Aug 2018
Hello everybody
Let's assume that we have a classification problem with 3 classes and that we have highly imbalanced data. Let's say in class 1 we have 185 data points, in class 2 199 and in class 3 720.
For calculating the AUC on a multiclass problem there is the macro-average (giving equal weight to the classification of each label) and micro-average method (considering each element of the label indicator matrix as a binary predictio).
For such imbalanced dataset should micro-averaging or macro-averaging of AUC be used?
I'm unsure because when we have a confusion matrix as shown below, I'm getting a micro-averaged AUC of 0.76 and a macro-averaged AUC of 0.55.

Answers (0)

Categories

Find more on Statistics and Machine Learning Toolbox in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!