diff --git a/docs/source/api/math.rst b/docs/source/api/math.rst
index 80741743cb..499001bd46 100644
--- a/docs/source/api/math.rst
+++ b/docs/source/api/math.rst
@@ -58,6 +58,7 @@ expressions rather than NumPy or Python code.
    logsumexp
    invlogit
    logit
+   softmax
 
 .. automodule:: pymc3.math
    :members:
diff --git a/pymc3/math.py b/pymc3/math.py
index dba3f938a6..e55c56ed42 100644
--- a/pymc3/math.py
+++ b/pymc3/math.py
@@ -195,6 +195,11 @@ def invlogit(x, eps=sys.float_info.epsilon):
     return (1.0 - 2.0 * eps) / (1.0 + tt.exp(-x)) + eps
 
 
+def softmax(x):
+    """Generalization of the inverse logit function to multiple dimensions."""
+    return tt.nnet.softmax(x)
+
+
 def logbern(log_p):
     if np.isnan(log_p):
         raise FloatingPointError("log_p can't be nan.")