How do you construct ROC Curves when there are more than two outcome categories (in my case, I have four)? I've heard you should do this for the most popular group. Are there any other ideas? Are there functions in R to help with this?
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Several ideas and references are discussed in:
Other approaches include computing
You can see examples in some libraries like scikit-learn.
See also this other thread in CrossValidated: How to compute precision/recall for multiclass-multilabel classification?
One of the ideas is to use one-vs-all classifier. This answer gives move information about it, including some R code.
Here's a plot from that answer