Distribution of Predicted Probability and Decile Chart

Model Performance Analysis with ROC AUC

The ROC AUC metric is helpful because it provides a single number that summarizes model performance on a dataset. However, it's also insightful to look at model performance for different subsets of the population. One way to break up the population into subsets is to use the model predictions themselves. Using the test set, we can visualize the predicted probabilities with a histogram: