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[ENH] ROC-based model comparison #171

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kaurao opened this issue Sep 2, 2022 · 1 comment
Open

[ENH] ROC-based model comparison #171

kaurao opened this issue Sep 2, 2022 · 1 comment
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enhancement New feature or request

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@kaurao
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kaurao commented Sep 2, 2022

Is your feature request related to a problem? Please describe.
A way to compare models based on ROC curves.

Describe the solution you'd like
Implement the DeLong test.

Describe alternatives you've considered
Calculate it outside julearn.

Do you have a sample code that implements this outside of julearn?
https://github.com/yandexdataschool/roc_comparison
@kaurao kaurao added the enhancement New feature or request label Sep 2, 2022
@fraimondo
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To be added to the stats module.

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@fraimondo @kaurao