fpr and tpr
ROC Curve Explained - KDnuggets
Area under the ROC curve is one of the most useful metrics to evaluate a supervised classification model. This metric is commonly referred to as ROC-AUC. Here, the ROC stands for Receiver Operating Characteristic and AUC stands for Area Under the Curve. In my opinion, AUROCC is a more accurate abbreviation but perhaps doesn't sound as nice. In the right context, AUC can also imply ROC-AUC even though it can refer to area under any curve.
The Beginners' Guide to the ROC Curve and AUC
In the previous article here, you have understood classification evaluation metrics such as Accuracy, Precision, Recall, F1-Score, etc. In this article, we will go through another important evaluation metric AUC-ROC score. ROC curve (Receiver Operating Characteristic curve) is a graph showing the performance of a classification model at different probability thresholds. ROC graph is created by plotting FPR Vs. TPR where FPR (False Positive Rate) is plotted on the x-axis and TPR (True Positive Rate) is plotted on the y-axis for different probability threshold values ranging from 0.0 to 1.0.
Estimating the Operating Characteristics of Ensemble Methods
Gamst, Anthony, Reyes, Jay-Calvin, Walker, Alden
In this paper we present a technique for using the bootstrap to estimate the operating characteristics and their variability for certain types of ensemble methods. Bootstrapping a model can require a huge amount of work if the training data set is large. Fortunately in many cases the technique lets us determine the effect of infinite resampling without actually refitting a single model. We apply the technique to the study of meta-parameter selection for random forests. We demonstrate that alternatives to bootstrap aggregation and to considering \sqrt{d} features to split each node, where d is the number of features, can produce improvements in predictive accuracy.