How to compute AUC in gridsearchSV (multiclass problem) I'm working on a multiclass classification problem, comparing results from SVM and Random Forest classificators. I would like to use gridsearchCV for hyperparameters tuning and find that AUC is the most used metrics for this kind of problem.

I know how to use other metrics of scoring like accuracy etc. but the default ROC_AUC only works for binary class. Is there a method to use AUC in gridsearchCV for multiclass problems?
Metrics are independent from ML algorithms, so it doesn't matter which algorithms did you use. 

To calculate multiclass AUC you could use lib pRoc in R or use code this link(in Python).  

Sources:


https://web.expasy.org/pROC/
https://medium.com/@plog397/auc-roc-curve-scoring-function-for-multi-class-classification-9822871a6659