Accurately computing the log-sum-exp and softmax functions

DOI10.1093/imanum/draa038OpenAlexW3004059350MaRDI QIDQ5077058

Desmond J. Higham, Pierre Blanchard, Nicholas J. Higham

Publication date: 17 May 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.03469

zbMATH Keywords

condition numberfloating-point arithmeticrounding error analysisoverflowunderflowsoftmaxlog-sum-exp

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30) Roundoff error (65G50)

Related Items

logsumexp-softmax-tests, An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization, A note on generalized second-order value iteration in Markov decision processes, Variational Bayes estimation of hierarchical Dirichlet-multinomial mixtures for text clustering, Unnamed Item

Uses Software

• Matlab
• R
• MNIST
• PRMLT