text: Title: Provide multi-class AUC ROC
  Body: Scikit-learn provides multi-class options for area under curve: https://scikit-learn.org/stable/modules/generated/sklearn.metrics.roc_auc_score.html
  
  We should provide the most common ones, such as the [OVO Macro averaging used by Auto-Gluon](https://github.com/awslabs/autogluon/blob/0b38dde5f698dbadfa1ce76aabda14505d9e3ead/core/src/autogluon/core/metrics/__init__.py#L443).