Vectorize ROC Curve for Bayesian Models

In this notebook, we present a simple example to illustrate how to vectorize the ROC curve computation over a Bayesian model. This is helpful when we want to compute the ROC curve using the implementations from scikit-learn . We use the classical moons dataset to generate the data and fit a Gaussian process models similarly as the previous post Scikit-Learn Example in PyMC: Gaussian Process…