I have a multi output(200) binary classification model which I wrote in keras.
In this model I want to add additional metrics such as ROC and AUC but to my knowledg
I solved my problem this way
consider you have testing dataset x_test for features and y_test for its corresponding targets.
first we predict targets from feature using our trained model
y_pred = model.predict_proba(x_test)
then from sklearn we import roc_auc_score function and then simple pass the original targets and predicted targets to the function.
roc_auc_score(y_test, y_pred)