add support for Bernoulli distribution#51
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Nov 23, 2025
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Looks really good to me, thanks for taking this on. I just left one small comment on validating the mu parameter of the bernoulli distribution.
| eta = mod.Fitted | ||
| mu = Link[:Inverse].(eta) | ||
| if Dist[:Name] == "Bernoulli" | ||
| mu = clamp.(mu, 1e-6, 1-1e-6) |
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Can use eps() and 1-eps() I believe instead of 1e-6.
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Thanks! This is a good idea. I can add this to my other pr #55? Maybe we can also add the InitializeMu() function I suggested as well? Thoughts? |
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Adds support for a Bernoulli observation distribution. I can also extend this to the Binomial family as well, should be fairly easy.
I added a few numerical "hacks" to ensure things worked smoothly (e.g., the predicted probabilities not hitting exactly 0 or 1. I think we could likely use more elegant ways to do this. For example, I considered writing a one-line function that did something like:
and add other functions to just validate input etc. Let me know what else would be desired