Github user MLnick commented on the issue:
    Sure - though actually I think it is perhaps simpler to just allow one 0 in 
validation for `thresholds` - because we definitely don't want to throw an 
error only at prediction time once the user has gone and trained a model. It 
could be ok for a single model but in a complex pipeline that would be super 
frustrating. And it seems like doing validation on the combo of what is set for 
`family`, `threshold` and `thresholds` could be convoluted and more error-prone?

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