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Olivier Hervieu
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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
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