Dear Experts,
I want to obtain the ROC integral for the train and test sample. So far I used
factory->GetROCIntegral("dataset","BDT");
but I couldn’t find out if this corresponds to the train or to the test sample. And in any case, I am interested in the comparison of both of them.
The methods I found (TMVA Plot Roc Curve From Test-Points , Questions about ROC curves (beginner with TMVA)) seem overly complicated for an apparently standard task.
The goal is to plot the evolution of both AUC as a function of the BDT complexity (#trees, depth) to try to spot where over-training begins.
Thank you in advance,
Joan