FEA Add support for micro averaging in ovr-roc-auc #24338
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ogrisel
reviewed
Sep 5, 2022
Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
ogrisel
reviewed
Sep 6, 2022
Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
ogrisel
approved these changes
Sep 9, 2022
Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
jjerphan
approved these changes
Sep 13, 2022
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LGTM. Thank you, @ArturoAmorQ.
Here are a few minor comments.
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
glemaitre
reviewed
Sep 13, 2022
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Thanks for your time and feedback @ogrisel, @jjerphan and @glemaitre. All your comments have been addressed. |
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Thank you, @ArturoAmorQ! |
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Reference Issues/PRs
Relevant for simplifying #24200.
What does this implement/fix? Explain your changes.
Micro-averaging was not supported for the multiclass
roc_auc_score. There is no reason for not doing so, as thelabel_binarizefunction is run internally.This PR makes micro-averaging
roc_auc_scoreaccessible to the users without needing an externallabel_binarize.Any other comments?
I added a test that covers this line of code and as side effect, checks for consistency with chance level.