标题： 多类ROC曲线 显示英文标题

标题： A Multiclass ROC Curve

摘要： 本文介绍了一种新颖的方法，用于使用多维基尼指数构建多类ROC曲线。所提出的方法利用了基尼系数与ROC曲线之间的已知关系，并通过多维基尼指数将其扩展到多类设置。该框架通过医疗和金融领域的两个全面案例研究进行了验证。本文提供了一个理论上有依据的多类性能评估解决方案，特别适用于不平衡数据集，对于这些数据集，谨慎的评估应优先于类别频率的考虑。 显示英文摘要

摘要： This paper introduces a novel methodology for constructing multiclass ROC curves using the multidimensional Gini index. The proposed methodology leverages the established relationship between the Gini coefficient and the ROC Curve and extends it to multiclass settings through the multidimensional Gini index. The framework is validated by means of two comprehensive case studies in health care and finance. The paper provides a theoretically grounded solution to multiclass performance evaluation, particularly valuable for imbalanced datasets, for which a prudential assessment should take precedence over class frequency considerations.