How can I make ROC and compute AUC? I created a boosting tree and got the probability for each tuple in my testing set. But I'm confused on how to combine each probability. Can someone tell me how to combine the probabilities?
Is an interesting question.

You are solving a optimization problem

$max$
$AUC(\alpha_1*X_1 + \alpha_2*X_2,Y)$

$s.t.$
$\sum^2_{i=1}\alpha = 1$

You are maximizing the AUC using the models 1 and 2 (which are $X_1$ and $X_2$) subject to the sum of weights is 1.

You may any optimization algorithm, even Excel's solver to do this.