More ROC-related metrics
CMetricTPRatFPR
is the only ROC-related metric we currently have in library, which computes True Positive Rate @ False Positive Rate.
We can add more metrics that can be helpful, especially for plotting security evaluation curves or other functions that get a metric class as input.
We already have ready the following on separate projects, which can be ported:
-
CMetricFNRatFPR
-> False Negative Rate @ False Positive Rate -
CMetricTHatFPR
-> ROC Threshold @ False Positive Rate. -
CMetricTPRatTH
-> True Positive Rate @ ROC Threshold -
CMetricFNRatTH
-> False Negative Rate @ ROC Threshold
Add unittests for each metric (derived from CMetricTPRatFPR
's unittests).
Add new metrics to docs.