Let's say I am doing logistic regression.
I split my data into training and test.
I get an ROC for my training data and it has a cut-off of 0.25
I calculate my evaluation metrics, let's say just specificity and get 70%.
Then I do an ROC for my test data, and it has a cut-off of 0.4
If I use the cutoff value from training ROC (of 0.25) I get a specificity of 55%, but if I use cutoff from test ROC (of 0.4) I get specificity of 68%.
Which one do I use and why?