Overview
The ROC curve plots the True Positive Rate (Recall) against the False Positive Rate as the decision threshold is varied from 0 to 1.
Key Concepts
- True Positive Rate (TPR): Same as Recall.
- False Positive Rate (FPR):
FP / (FP + TN). - Threshold: The probability cutoff used to decide if a prediction is positive or negative.
Interpretation
A model that makes random guesses will result in a diagonal line. A perfect model will have a curve that hugs the top-left corner of the graph.