Does scipy logsumexp() deal with the underflow challenge?

耗尽温柔 提交于 2019-12-01 18:20:42

You can inspect the source code defining logsumexp here. (Note that there is a link to the source on the doc page).

You'll see:

a_max = a.max(axis=0)
...
out = log(sum(exp(a - a_max), axis=0))

So yes, scipy's logsumexp is subtracting the maximum from each element.

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