# How to plot ROC curves in multiclass classification?

In other words, instead of having a two class problem I am dealing with 4 classes and still would like to assess performance using AUC.

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Is dimension reduction an option? –  Shane Aug 27 '10 at 1:59
we have 4 classes, not really –  CLOCK Aug 27 '10 at 3:03

Weka does this perfectly, using the one against all class strategy.

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Do you perhaps have a specific pointer on how to perform multi-class ROC with Weka? –  chl Sep 29 '12 at 8:22
This is more of a comment than an answer, as it stands. Usually answers offer more detail. Welcome to the site! –  Peter Flom Sep 30 '12 at 11:59

I recently found this pROC package in R which plots a multiclass ROC using the technique specified by Hand and Till (2001). You can use the multiclass.roc function.

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While the math is beyond me this general review article has some references you will likely be interested in, and has a brief description of multi-class ROC graphs.

An introduction to ROC analysis by Tom Fawcett Pattern Recognition Letters Volume 27, Issue 8, June 2006, Pages 861-874

Link to pdf as provided by gd047- thanks

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I would say the same providing another link google.gr/… –  George Dontas Aug 27 '10 at 6:40
And here is another one, directly related to multi-class problem: Multi-class ROC analysis from a multi-objective optimisation perspective, Pattern Recognition Letters 2006 27(8): 918-927 (j.mp/9AMgzq). –  chl Aug 27 '10 at 7:38
Thanks for the other links, apparently that whole issue is popular, and its archive on science direct can be found here sciencedirect.com/… –  Andy W Aug 27 '10 at 13:17
I don't know, however, if there exists an R implementation of these methods, although I think the stars() function might be used for cobweb plot. I just ran across a Matlab toolbox that seems to offer multi-class ROC analysis, PRSD Studio.