This is a shiny app to explore how linear and nonlinear utility functions can be used together with an ROC curve to find the decision threshold that maximizes net profit (or, more generally, utility).

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README.md

Utility Function in ROC Space

This is a shiny app to explore how utility functions can be used together with an ROC curve to find the decision threshold that maximizes net profit (or, more generally, utility). It was largely inspired by the blog post "Machine Learning meets Economics" by Nicolas Kruchten.

Contributing

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This project has adopted the Microsoft Open Source Code of Conduct. For more information see the Code of Conduct FAQ or contact opencode@microsoft.com with any additional questions or comments.