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logsumexp

Builtin index · Core maths

result = lse(x)

Input: x · Output: result

What it is

Numerically stable log(sum(exp(x))), via the usual max-shift so a large input can't overflow exp. x is a scalar, Vec, or Mat/Signal, flattened.

Overloads

One call shape — this function is not overloaded.

CodeInputOutputDescription
result = lse(x)
x scalar, Vec, Mat, or Signalnot documented yet
result scalar or Num
Returns a scalar Num — -inf for an empty x.

Examples

From the documentation, and run by the build -- the output and the figure below are what the engine actually produced. Simplest first.

crest(x) := max(abs(x)) / rms(x)

xs = [0, 1, 2, 3]
print("hard max = {max(xs)}")
print("logsumexp = {logsumexp(xs):.4f}")       # >= hard max, a proven upper bound

print("smoothmax b=50 = {smoothmax(xs, 50):.4f}")  # -> hard max as beta grows

print("softmax = {softmax(xs)}")                # the gradient of logsumexp

output
hard max = 3
logsumexp = 3.4402
smoothmax b=50 = 3.0000
softmax = [0.032059, 0.087144, 0.236883, 0.643914]

from numerics-dsp

How it works

smooth-max family: logsumexp(x), smoothmax(x[, beta]), softmax(x).

From the note above this builtin in the interpreter, where the reasoning was written down as it was built.

See also

lse — documented in the same entry.