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WIP: Add tt.nnet.softmax to math (#4226) #4229

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WIP: Add tt.nnet.softmax to math (#4226) #4229

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1c86f70
Add softmax to math
ricardoV94 Nov 16, 2020
08e680e
Mention softmax in math docs
ricardoV94 Nov 16, 2020
3b8db0f
Run black formatter
ricardoV94 Nov 16, 2020
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1 change: 1 addition & 0 deletions docs/source/api/math.rst
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Expand Up @@ -58,6 +58,7 @@ expressions rather than NumPy or Python code.
logsumexp
invlogit
logit
softmax

.. automodule:: pymc3.math
:members:
5 changes: 5 additions & 0 deletions pymc3/math.py
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Expand Up @@ -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.")
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