I have a 4-class problem with 5different classifiers. I want to find the best classifier among these 5 classifiers based on the area under the roc curve (AUC) concept. I have AUC of each of the 4 classes for a particular classifier. This was done for all the 5 classifiers and now I am having the 20AUCs (4classes*5classifiers) in a 4X5matrix. Now how do I conclude as to which classifier is better among these 5classifiers? Is taking a simple average of the AUCs of each classifier (i.e average of the column matrix) and comparing the 5 classifiers AUC averages is the correct approach?

Please provide any documents if possible.

Thanks in advance.

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