Uncertainty bands for plot_roc

[GilesStrong]

Current status

plot_roc provides a variety of options for computing and plotting ROC curves, including bootstrap resampling to compute the uncertainty on the ROC AUCs.

Deficiency

Whilst the mean ROC AUCs are displayed, along with their uncertainty, the curves that are plotted are just single lines with no uncertainty. Ideally the uncertainty band coming from bootstrap resamples of the data should be used to compute the uncertainty bands.

Probable solution

_bs_roc_auc is extended to compute and return multiple ROC curves. plt.plot is replaced with sns.lineplot and set to show the standard deviation as a band as computed using the ROC curves returned by _bs_roc_auc.