Sam Chaudry
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import math
import numpy as np
from scipy._lib._util import _asarray_validated
from scipy._lib._array_api import (
array_namespace,
xp_size,
xp_broadcast_promote,
xp_real,
xp_copy,
xp_float_to_complex,
)
from scipy._lib import array_api_extra as xpx
__all__ = ["logsumexp", "softmax", "log_softmax"]
def logsumexp(a, axis=None, b=None, keepdims=False, return_sign=False):
"""Compute the log of the sum of exponentials of input elements.
Parameters
----------
a : array_like
Input array.
axis : None or int or tuple of ints, optional
Axis or axes over which the sum is taken. By default `axis` is None,
and all elements are summed.
.. versionadded:: 0.11.0
b : array-like, optional
Scaling factor for exp(`a`) must be of the same shape as `a` or
broadcastable to `a`. These values may be negative in order to
implement subtraction.
.. versionadded:: 0.12.0
keepdims : bool, optional
If this is set to True, the axes which are reduced are left in the
result as dimensions with size one. With this option, the result
will broadcast correctly against the original array.
.. versionadded:: 0.15.0
return_sign : bool, optional
If this is set to True, the result will be a pair containing sign
information; if False, results that are negative will be returned
as NaN. Default is False (no sign information).
.. versionadded:: 0.16.0
Returns
-------
res : ndarray
The result, ``np.log(np.sum(np.exp(a)))`` calculated in a numerically
more stable way. If `b` is given then ``np.log(np.sum(b*np.exp(a)))``
is returned. If ``return_sign`` is True, ``res`` contains the log of
the absolute value of the argument.
sgn : ndarray
If ``return_sign`` is True, this will be an array of floating-point
numbers matching res containing +1, 0, -1 (for real-valued inputs)
or a complex phase (for complex inputs). This gives the sign of the
argument of the logarithm in ``res``.
If ``return_sign`` is False, only one result is returned.
See Also
--------
numpy.logaddexp, numpy.logaddexp2
Notes
-----
NumPy has a logaddexp function which is very similar to `logsumexp`, but
only handles two arguments. `logaddexp.reduce` is similar to this
function, but may be less stable.
The logarithm is a multivalued function: for each :math:`x` there is an
infinite number of :math:`z` such that :math:`exp(z) = x`. The convention
is to return the :math:`z` whose imaginary part lies in :math:`(-pi, pi]`.
Examples
--------
>>> import numpy as np
>>> from scipy.special import logsumexp
>>> a = np.arange(10)
>>> logsumexp(a)
9.4586297444267107
>>> np.log(np.sum(np.exp(a)))
9.4586297444267107
With weights
>>> a = np.arange(10)
>>> b = np.arange(10, 0, -1)
>>> logsumexp(a, b=b)
9.9170178533034665
>>> np.log(np.sum(b*np.exp(a)))
9.9170178533034647
Returning a sign flag
>>> logsumexp([1,2],b=[1,-1],return_sign=True)
(1.5413248546129181, -1.0)
Notice that `logsumexp` does not directly support masked arrays. To use it
on a masked array, convert the mask into zero weights:
>>> a = np.ma.array([np.log(2), 2, np.log(3)],
... mask=[False, True, False])
>>> b = (~a.mask).astype(int)
>>> logsumexp(a.data, b=b), np.log(5)
1.6094379124341005, 1.6094379124341005
"""
xp = array_namespace(a, b)
a, b = xp_broadcast_promote(a, b, ensure_writeable=True, force_floating=True, xp=xp)
a = xpx.atleast_nd(a, ndim=1, xp=xp)
b = xpx.atleast_nd(b, ndim=1, xp=xp) if b is not None else b
axis = tuple(range(a.ndim)) if axis is None else axis
if xp_size(a) != 0:
with np.errstate(divide='ignore', invalid='ignore'): # log of zero is OK
out, sgn = _logsumexp(a, b, axis=axis, return_sign=return_sign, xp=xp)
else:
shape = np.asarray(a.shape) # NumPy is convenient for shape manipulation
shape[axis] = 1
out = xp.full(tuple(shape), -xp.inf, dtype=a.dtype)
sgn = xp.sign(out)
if xp.isdtype(out.dtype, 'complex floating'):
if return_sign:
real = xp.real(sgn)
imag = xp_float_to_complex(_wrap_radians(xp.imag(sgn), xp))
sgn = real + imag*1j
else:
real = xp.real(out)
imag = xp_float_to_complex(_wrap_radians(xp.imag(out), xp))
out = real + imag*1j
# Deal with shape details - reducing dimensions and convert 0-D to scalar for NumPy
out = xp.squeeze(out, axis=axis) if not keepdims else out
sgn = xp.squeeze(sgn, axis=axis) if (sgn is not None and not keepdims) else sgn
out = out[()] if out.ndim == 0 else out
sgn = sgn[()] if (sgn is not None and sgn.ndim == 0) else sgn
return (out, sgn) if return_sign else out
def _wrap_radians(x, xp=None):
xp = array_namespace(x) if xp is None else xp
# Wrap radians to (-pi, pi] interval
out = -((-x + math.pi) % (2 * math.pi) - math.pi)
# preserve relative precision
no_wrap = xp.abs(x) < xp.pi
out[no_wrap] = x[no_wrap]
return out
def _elements_and_indices_with_max_real(a, axis=-1, xp=None):
# This is an array-API compatible `max` function that works something
# like `np.max` for complex input. The important part is that it finds
# the element with maximum real part. When there are multiple complex values
# with this real part, it doesn't matter which we choose.
# We could use `argmax` on real component, but array API doesn't yet have
# `take_along_axis`, and even if it did, we would have problems with axis tuples.
# Feel free to rewrite! It's ugly, but it's not the purpose of the PR, and
# it gets the job done.
xp = array_namespace(a) if xp is None else xp
if xp.isdtype(a.dtype, "complex floating"):
# select all elements with max real part.
real_a = xp.real(a)
max = xp.max(real_a, axis=axis, keepdims=True)
mask = real_a == max
# Of those, choose one arbitrarily. This is a reasonably
# simple, array-API compatible way of doing so that doesn't
# have a problem with `axis` being a tuple or None.
i = xp.reshape(xp.arange(xp_size(a)), a.shape)
i[~mask] = -1
max_i = xp.max(i, axis=axis, keepdims=True)
mask = i == max_i
a = xp_copy(a)
a[~mask] = 0
max = xp.sum(a, axis=axis, dtype=a.dtype, keepdims=True)
else:
max = xp.max(a, axis=axis, keepdims=True)
mask = a == max
return xp.asarray(max), xp.asarray(mask)
def _sign(x, xp):
return x / xp.where(x == 0, xp.asarray(1, dtype=x.dtype), xp.abs(x))
def _logsumexp(a, b, axis, return_sign, xp):
# This has been around for about a decade, so let's consider it a feature:
# Even if element of `a` is infinite or NaN, it adds nothing to the sum if
# the corresponding weight is zero.
if b is not None:
a[b == 0] = -xp.inf
# Find element with maximum real part, since this is what affects the magnitude
# of the exponential. Possible enhancement: include log of `b` magnitude in `a`.
a_max, i_max = _elements_and_indices_with_max_real(a, axis=axis, xp=xp)
# for precision, these terms are separated out of the main sum.
a[i_max] = -xp.inf
i_max_dt = xp.astype(i_max, a.dtype)
# This is an inefficient way of getting `m` because it is the sum of a sparse
# array; however, this is the simplest way I can think of to get the right shape.
m = (xp.sum(i_max_dt, axis=axis, keepdims=True, dtype=a.dtype) if b is None
else xp.sum(b * i_max_dt, axis=axis, keepdims=True, dtype=a.dtype))
# Arithmetic between infinities will introduce NaNs.
# `+ a_max` at the end naturally corrects for removing them here.
shift = xp.where(xp.isfinite(a_max), a_max, xp.asarray(0, dtype=a_max.dtype))
# Shift, exponentiate, scale, and sum
exp = b * xp.exp(a - shift) if b is not None else xp.exp(a - shift)
s = xp.sum(exp, axis=axis, keepdims=True, dtype=exp.dtype)
s = xp.where(s == 0, s, s/m)
# Separate sign/magnitude information
sgn = None
if return_sign:
# Use the numpy>=2.0 convention for sign.
# When all array libraries agree, this can become sng = xp.sign(s).
sgn = _sign(s + 1, xp=xp) * _sign(m, xp=xp)
if xp.isdtype(s.dtype, "real floating"):
# The log functions need positive arguments
s = xp.where(s < -1, -s - 2, s)
m = xp.abs(m)
else:
# `a_max` can have a sign component for complex input
j = xp.asarray(1j, dtype=a_max.dtype)
sgn = sgn * xp.exp(xp.imag(a_max) * j)
# Take log and undo shift
out = xp.log1p(s) + xp.log(m) + a_max
out = xp_real(out) if return_sign else out
return out, sgn
def softmax(x, axis=None):
r"""Compute the softmax function.
The softmax function transforms each element of a collection by
computing the exponential of each element divided by the sum of the
exponentials of all the elements. That is, if `x` is a one-dimensional
numpy array::
softmax(x) = np.exp(x)/sum(np.exp(x))
Parameters
----------
x : array_like
Input array.
axis : int or tuple of ints, optional
Axis to compute values along. Default is None and softmax will be
computed over the entire array `x`.
Returns
-------
s : ndarray
An array the same shape as `x`. The result will sum to 1 along the
specified axis.
Notes
-----
The formula for the softmax function :math:`\sigma(x)` for a vector
:math:`x = \{x_0, x_1, ..., x_{n-1}\}` is
.. math:: \sigma(x)_j = \frac{e^{x_j}}{\sum_k e^{x_k}}
The `softmax` function is the gradient of `logsumexp`.
The implementation uses shifting to avoid overflow. See [1]_ for more
details.
.. versionadded:: 1.2.0
References
----------
.. [1] P. Blanchard, D.J. Higham, N.J. Higham, "Accurately computing the
log-sum-exp and softmax functions", IMA Journal of Numerical Analysis,
Vol.41(4), :doi:`10.1093/imanum/draa038`.
Examples
--------
>>> import numpy as np
>>> from scipy.special import softmax
>>> np.set_printoptions(precision=5)
>>> x = np.array([[1, 0.5, 0.2, 3],
... [1, -1, 7, 3],
... [2, 12, 13, 3]])
...
Compute the softmax transformation over the entire array.
>>> m = softmax(x)
>>> m
array([[ 4.48309e-06, 2.71913e-06, 2.01438e-06, 3.31258e-05],
[ 4.48309e-06, 6.06720e-07, 1.80861e-03, 3.31258e-05],
[ 1.21863e-05, 2.68421e-01, 7.29644e-01, 3.31258e-05]])
>>> m.sum()
1.0
Compute the softmax transformation along the first axis (i.e., the
columns).
>>> m = softmax(x, axis=0)
>>> m
array([[ 2.11942e-01, 1.01300e-05, 2.75394e-06, 3.33333e-01],
[ 2.11942e-01, 2.26030e-06, 2.47262e-03, 3.33333e-01],
[ 5.76117e-01, 9.99988e-01, 9.97525e-01, 3.33333e-01]])
>>> m.sum(axis=0)
array([ 1., 1., 1., 1.])
Compute the softmax transformation along the second axis (i.e., the rows).
>>> m = softmax(x, axis=1)
>>> m
array([[ 1.05877e-01, 6.42177e-02, 4.75736e-02, 7.82332e-01],
[ 2.42746e-03, 3.28521e-04, 9.79307e-01, 1.79366e-02],
[ 1.22094e-05, 2.68929e-01, 7.31025e-01, 3.31885e-05]])
>>> m.sum(axis=1)
array([ 1., 1., 1.])
"""
x = _asarray_validated(x, check_finite=False)
x_max = np.amax(x, axis=axis, keepdims=True)
exp_x_shifted = np.exp(x - x_max)
return exp_x_shifted / np.sum(exp_x_shifted, axis=axis, keepdims=True)
def log_softmax(x, axis=None):
r"""Compute the logarithm of the softmax function.
In principle::
log_softmax(x) = log(softmax(x))
but using a more accurate implementation.
Parameters
----------
x : array_like
Input array.
axis : int or tuple of ints, optional
Axis to compute values along. Default is None and softmax will be
computed over the entire array `x`.
Returns
-------
s : ndarray or scalar
An array with the same shape as `x`. Exponential of the result will
sum to 1 along the specified axis. If `x` is a scalar, a scalar is
returned.
Notes
-----
`log_softmax` is more accurate than ``np.log(softmax(x))`` with inputs that
make `softmax` saturate (see examples below).
.. versionadded:: 1.5.0
Examples
--------
>>> import numpy as np
>>> from scipy.special import log_softmax
>>> from scipy.special import softmax
>>> np.set_printoptions(precision=5)
>>> x = np.array([1000.0, 1.0])
>>> y = log_softmax(x)
>>> y
array([ 0., -999.])
>>> with np.errstate(divide='ignore'):
... y = np.log(softmax(x))
...
>>> y
array([ 0., -inf])
"""
x = _asarray_validated(x, check_finite=False)
x_max = np.amax(x, axis=axis, keepdims=True)
if x_max.ndim > 0:
x_max[~np.isfinite(x_max)] = 0
elif not np.isfinite(x_max):
x_max = 0
tmp = x - x_max
exp_tmp = np.exp(tmp)
# suppress warnings about log of zero
with np.errstate(divide='ignore'):
s = np.sum(exp_tmp, axis=axis, keepdims=True)
out = np.log(s)
out = tmp - out
return out