MRG, ENH: Allow using multiclass roc_auc #7264
Merged
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As of scikit-learn/scikit-learn#15274 it should be possible (and correct?) to be able to use
roc_auc
with multiclass problems, provided you useovo
scoring.@agramfort let me know if this is incorrect, or if it's still not advisable. I am somewhat naively using
roc_auc_ovo_weighted
for my multiclass one-vs-rest classification...