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