Error margins on cross validation protocols
Many experiments come with K-Fold cross validation protocols.
Currently, we only have support for displaying the numerical metrics using the multi-metrics
command.
However, support for plotting ROC and DET curves with proper error margins are missing.
Scikit-learn has an example for ROC with +-1 std in https://scikit-learn.org/stable/auto_examples/model_selection/plot_roc_crossval.html
but this might not be the best approach.
Moreover, in our multi-metrics, we also use mean and std to show errors.