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Calculate classification probabilities for more than two classes
In SPSS Statistics and in open source languages (e.g. R), when you use a classification algorithm to classify more than two groups (e.g. 4 groups), the probabilities are provided for each class (not just the predicted class). This is important because it allows me to construct ROC charts and calculate the AUC for each class. I need these metrics to assess performance and also for presentations. If a sample is incorrectly classified the probabilities also allow me to assess the likelihood that a sample belongs to the another classes (individually).
For example, I may use modeler to classify an unknown rock type to one of four rock types, using one of the many great algorithms available in SPSS Modeler. Before deplying this model I have already constructed a cross validated model as an SPSS Modeler stream, but where samples are misclassified I cannot assess the probability of the sample being classified as one of the other 3 groups - this is important. I also cannot use the results in Modeler, or in R, to generate ROC charts or calculate the area under the curve. I need the ROC chart and AUC for company reports. I am OK with making the ROC charts and calculating the AUC outside of modeler, but I cannot do this without getting the probabilities from Modeler.
Unfortunately in my field many of our classification problems are not binary.
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