AUC ROC Threshold Setting in heavy imbalance
-->ROC curves should be used when there are roughly equal numbers of observations for each class.

-->Precision-Recall curves should be used when there is a moderate to large class imbalance.

enter code here
 from sklearn.metrics import precision_recall_curve
 precision, recall, thresholds = precision_recall_curve(y_test, probs)
 auc = auc(recall, precision)