The yellowbrick documentation has an example of AUC/ROC here. It seems odd to me the micro average would have an AUC much bigger than the individual classes or macro average. Is there some reason the micro average AUR is much bigger than macro average or individual class values?
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1$\begingroup$ See Can Micro-Average Roc Auc Score be larger than Class Roc Auc Scores on DS.SE. $\endgroup$– Ben ReinigerCommented Mar 29, 2021 at 17:40
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$\begingroup$ Thanks, it's explained there. Macro and micro averages don't make much sense for AUC/ROC is the main conclusion. $\endgroup$– wordsforthewiseCommented Mar 29, 2021 at 21:51
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