From 89be1ac722e1fc3b819fb36b95e59ad219e152af Mon Sep 17 00:00:00 2001 From: Luca Bittarello <15511539+lbittarello@users.noreply.github.com> Date: Fri, 12 Jan 2024 08:17:34 +0000 Subject: [PATCH] Don't recompute average when guessing intercept (#750) --- src/glum/_distribution.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/src/glum/_distribution.py b/src/glum/_distribution.py index 6b52187e..8050e4ab 100644 --- a/src/glum/_distribution.py +++ b/src/glum/_distribution.py @@ -1369,7 +1369,7 @@ def guess_intercept( second = np.log((mu ** (2 - p)).dot(sample_weight)) return first - second elif isinstance(link, LogitLink): - log_odds = np.log(avg_y) - np.log(np.average(1 - y, weights=sample_weight)) + log_odds = np.log(avg_y) - np.log(1 - avg_y) if eta is None: return log_odds avg_eta = eta if np.isscalar(eta) else np.average(eta, weights=sample_weight)