Describe the workflow you want to enable
With #26120, we got FixedThresholdClassifier and TunedThresholdClassifierCV but only for binary classification. The next logical step would be to extend it to the multiclass setup.
Describe your proposed solution
For FixedThresholdClassifier, one could allow for a cost matrix instead of a single threshold.
TunedThresholdClassifierCV seems straight forward (or I'm missing something).
Describe alternatives you've considered, if relevant
No response
Additional context
No response
Describe the workflow you want to enable
With #26120, we got
FixedThresholdClassifierandTunedThresholdClassifierCVbut only for binary classification. The next logical step would be to extend it to the multiclass setup.Describe your proposed solution
For
FixedThresholdClassifier, one could allow for a cost matrix instead of a single threshold.TunedThresholdClassifierCVseems straight forward (or I'm missing something).Describe alternatives you've considered, if relevant
No response
Additional context
No response