Submitted by likeamanyfacedgod t3_y9n120 in MachineLearning
hostilereplicator t1_itb8ghh wrote
Reply to comment by respeckKnuckles in [D] Accurate blogs on machine learning? by likeamanyfacedgod
TPR and FPR of a model are not independent given the decision threshold, which is what you’re varying to produce the ROC curve. As DigThatData said, you get a step function where each step is the point at which a sample crosses the threshold. If you get multiple threshold values where your FPR is the same but TPR changes, leading to a deep step in the curve, it means you haven’t got enough negative samples near to measure FPR precisely in that curve region.
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