[MINI] Receiver Operating Characteristic (ROC) Curve

Data Skeptic · Jul 15, 2016 · 11m

An ROC curve is a plot that compares the trade off of true positives and false positives of a binary classifier under different thresholds. The area under the curve (AUC) is useful in determining how discriminating a model is. Together, ROC and AUC are very useful diagnostics for understanding the power of one's model and how to tune it.