FEA Add support for micro averaging in ovr-roc-auc #24338
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ogrisel
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Sep 5, 2022
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Thanks for the PR. Here is some feedback. I think the example should be updated accordingly in a follow-up PR once your already ongoing PR has been reviewed and merged.
Co-authored-by: Olivier Grisel <[email protected]>
ogrisel
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Sep 6, 2022
ogrisel
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Thanks for the new tests. They are very clean and convincing.
Just a few suggestions to clarify the intent.
Co-authored-by: Olivier Grisel <[email protected]>
jjerphan
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LGTM. Thank you, @ArturoAmorQ.
Here are a few minor comments.
Co-authored-by: Julien Jerphanion <[email protected]>
Co-authored-by: Julien Jerphanion <[email protected]>
glemaitre
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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.