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Listen 2016-07-15 at 15:00

[MINI] Receiver Operating Characteristic (ROC) Curve

Description

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.