Github user MLnick commented on the issue:
    Hmm, yes that would be an inconsistent scenario cos `thresholds` would be 
used in that case rather than `threshold`. And `threshold` could have been set 
to `0` => `thresholds = [1, 0]` (or set to `1` => `[0, 1]`). Even though it's 
most likely users would use binary classification with binomial, this is 
definitely a corner case.
    Either way it could blow up the calculation. So we could just allow at most 
one threshold to be `0`. And in this case always predict that class.

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