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    • Olivier Hervieu's avatar
      564134ed
      Refactor roc_curve method. · 564134ed
      Olivier Hervieu authored
      The new implementation, even if it looks very naive, reduces the
      computation time of fpr/tpr vectors.
      roc_curve computation time depends now only on the length of y_score.
      For comparison, here are the results between the old and the new
      implementation for the following vectors:
      
      - 10^6 length vector  (y_score has 1000 unique values):
          - old impl.: 28.29 seconds
          - new impl.: 3.14 seconds
      
      - 10^6 length vector (y_score has 10000 unique values):
          - old impl.: 267.61 seconds
          - new impl.: 3.64 seconds
      564134ed
      History
      Refactor roc_curve method.
      Olivier Hervieu authored
      The new implementation, even if it looks very naive, reduces the
      computation time of fpr/tpr vectors.
      roc_curve computation time depends now only on the length of y_score.
      For comparison, here are the results between the old and the new
      implementation for the following vectors:
      
      - 10^6 length vector  (y_score has 1000 unique values):
          - old impl.: 28.29 seconds
          - new impl.: 3.14 seconds
      
      - 10^6 length vector (y_score has 10000 unique values):
          - old impl.: 267.61 seconds
          - new impl.: 3.64 seconds