need help to classification by regression with multiple class problems

[Doan Tri]

Hi Sir

In lesson 4.3, there is a few line with multi-class problem which say:

training: perform regression for each class

prediction: choose class with largest output or pair-wise linear regression.

1.I am not clear that do if i have 4 classes. Do i have to construct regression for each class (by only consider one class problem) ?  then manually experiment with remaining class. After that, compare the output? 

2. How to do with pair wise linear regression in weka ? could you give me some instructions ? 

For example: How can i experiment with pendigit dataset (10 labels)?