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What is an ROC curve?

This article briefly discusses what an ROC curve is

Updated over 11 months ago

The Receiver Operating Characteristic (ROC) curve is a tool commonly used by data scientists to understand the performance of classifiers. It shows the true positive rate vs. the false positive rate for a range of propensity thresholds going from 0 to 1 (remember, your propensity score will range between 0 and 1). It is often used to compare models in an apples-to-apples way since it does not depend on your choice of propensity threshold, whereas many other error metrics do.

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