Data Interview Qs - Efficacy of a classifier

InterviewQs

Efficacy of a classifier

Statistics Machine Learning ROC Curve

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Suppose you're working for a financial services company that processes loans. It has a classifier that produces a continuous probability from 0% to 100% for a given loan application being fraudulent. Suppose we were to take the square root of the model's score for each loan application that comes through. How would this impact the Receiver Operating Characteristic (ROC) curve?



 

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