Data Skeptic

[MINI] Receiver Operating Characteristic (ROC) Curve

Jul 15, 2016 · 11 min · 10.8 MB
0:00-11:10

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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.