How to best summarize and visualize the outcome and performance of a multi-class problems? I estimate a multi-class origin-destination model with 45 classes. In particular the classes are geographical regions between which people can move. Currently I summarize the overall performance using Cohen's kappa to take the unequal class sizes into account. But I would love to provide deeper insights into the performance. Do you have any recommendations of how to proceed with so many classes?
I would do a big confusion matrix and, by inspecting it, decide what classes to add to a smaller confusion matrix in order to clearly illustrate the main sources of confusion for the model.