Prevent overflow in exponential link functions by clipping linear predictor#568
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vasanthkumargr wants to merge 4 commits intodswah:mainfrom
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Prevent overflow in exponential link functions by clipping linear predictor#568vasanthkumargr wants to merge 4 commits intodswah:mainfrom
vasanthkumargr wants to merge 4 commits intodswah:mainfrom
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added 4 commits
March 31, 2026 19:31
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This PR addresses a RuntimeWarning: overflow encountered in exp in pygam/links.py.
When the linear predictor (lp) takes on very large values (e.g., during grid search with large regularization parameters), np.exp(lp) can overflow to infinity. This overflow propagates through subsequent computations—particularly in weight calculations such as self.link.gradient(mu, self.distribution) ** 2—and can result in NaN values (e.g., inf * 0).
Changes Made
Updated LogLink.mu and LogitLink.mu to clip the linear predictor:
lp = np.clip(lp, -500, 500)
before applying exponentiation.
Added regression tests in pygam/tests/test_links.py to verify stability for extreme lp values and prevent future regressions.
Prevents numerical overflow and resulting NaN propagation.
Improves stability during training, especially in edge cases (e.g., large lambda values).
Adds test coverage for extreme-value scenarios.