title: thresholds in roc_curve in scikit learn
body: <p>I am referring to the below link and sample, and post the plot diagram from this page where I am confused. My confusion is, there are only 4 threshold, but it seems the roc curve has many data points (> 4 data points), wondering how roc_curve working underlying to find more data points?</p>
  
  <p><a href="http://scikit-learn.org/stable/modules/model_evaluation.html#roc-metrics" rel="noreferrer">http://scikit-learn.org/stable/modules/model_evaluation.html#roc-metrics</a></p>
  
  <pre><code>&gt;&gt;&gt; import numpy as np
  &gt;&gt;&gt; from sklearn.metrics import roc_curve
  &gt;&gt;&gt; y = np.array([1, 1, 2, 2])
  &gt;&gt;&gt; scores = np.array([0.1, 0.4, 0.35, 0.8])
  &gt;&gt;&gt; fpr, tpr, thresholds = roc_curve(y, scores, pos_label=2)
  &gt;&gt;&gt; fpr
  array([ 0. ,  0.5,  0.5,  1. ])
  &gt;&gt;&gt; tpr
  array([ 0.5,  0.5,  1. ,  1. ])
  &gt;&gt;&gt; thresholds
  array([ 0.8 ,  0.4 ,  0.35,  0.1 ])
  </code></pre>
  
  <p><a href="https://i.stack.imgur.com/s3AVy.png" rel="noreferrer"><img src="https://i.stack.imgur.com/s3AVy.png" alt="enter image description here"></a></p>