[work in progress] negative binomial likelihood #1544
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This was referenced Jun 18, 2020
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This comes with some numerical challenges in the hinge function. I think this PR provides a nice illustration of how to implement a new likelihood, but the particular use of NB likelihood for positive predictions will need some more consideration. I'm going to shelve this for now, see #1668 for discussion about strategies for getting positive forecasts. |
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I made a new branch to work on adding and evaluating a negative binomial likelihood. This is the first pass, and a notebook that tests it out.
test_nbinom_likelihood.zip