set.seed(123)
n <- 100
n_pos <- round(0.2 * n)
n_neg <- n - n_pos
X <- rbind(
matrix(rnorm(2 * n_neg, mean = -1), ncol = 2),
matrix(rnorm(2 * n_pos, mean = 1), ncol = 2)
)
y <- c(rep(-1, n_neg), rep(1, n_pos))
fit <- roclearn(X, y, lambda = 0.1, approx=TRUE)
y_score <- predict(fit, X, type = "response")
plot_roc(y, y_score)
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