Created
March 2, 2017 06:04
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| from scipy.optimize import brentq | |
| from scipy.interpolate import interp1d | |
| eer = brentq(lambda x : 1. - x - interp1d(fpr, tpr)(x), 0., 1.) | |
| thresh = interp1d(fpr, thresholds)(eer) |
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