Does scipy logsumexp() deal with the underflow challenge?

倾然丶 夕夏残阳落幕 提交于 2019-12-01 18:29:06

问题


Does the scipy's logsumexp() implementation include the hack that prevents underflow by subtracting the maximum found value in the array from each element?

The one explained here below, where m = maxval:


回答1:


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.



来源:https://stackoverflow.com/questions/25651480/does-scipy-logsumexp-deal-with-the-underflow-challenge

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