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[Metrics] Add multiclass auroc (#4236)
* Add functional multiclass AUROC metric * Add multiclass_auroc tests * fixup! Add functional multiclass AUROC metric * fixup! fixup! Add functional multiclass AUROC metric * Add multiclass_auroc doc reference * Update CHANGELOG * formatting * Shorter error message regex match in tests * Set num classes as pytest parameter * formatting * Update CHANGELOG Co-authored-by: Jirka Borovec <Borda@users.noreply.github.com> Co-authored-by: Nicki Skafte <skaftenicki@gmail.com> (cherry picked from commit 38bb4e2)
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