ROC CurveThe area under the receiver operating characteristic (AUROC) curve is a performance metric for classification problems. AUROC measures the degree of separability — that is, how much the model can distinguish between classes. In this example, the classes to distinguish are defaulters and nondefaulters. A high AUROC indicates good predictive capability.The ROC curve is plotted with the true positive rate (also known as the sensitivity or recall) plotted against the false positive rate (also known as the fallout or specificity). When AUROC = 0.7, the model has a 70% chance of correctly distinguishing between the classes. When AUROC = 0.5, the model has no discrimination power.This plot compares the ROC curves for both models using the same dataset.