The feature leakage ROC plot is a graphic way to evaluate the potential leakage there might be between each feature and the label. Data leakage - "...The use of information in the model training process which would not be expected to be available at prediction time..." (source). One way a leakage can occur is by using features that are proxy of the label or partially give away the label (or the label itself!). To identify whether there is a leakage between one of the features

Receiver Operating Characteristic Curve is a graphic way to evaluate the model performance and the trade-offs under different working points. A receiver operating characteristic curve, or ROC curve, is a plot that illustrates the diagnostic ability of a binary classification system as its discrimination threshold (or working point) is varied, where the predictions of the model are on a scale of zero to one. The x-axis is the False Positive Rate (FPR) or false alarm rate, and