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1 | function s = logsumexp(a, dim) |
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2 | % Returns log(sum(exp(a),dim)) while avoiding numerical underflow. |
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3 | % Default is dim = 1 (columns). |
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4 | % logsumexp(a, 2) will sum across rows instead of columns. |
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5 | % Unlike matlab's "sum", it will not switch the summing direction |
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6 | % if you provide a row vector. |
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7 | |
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8 | % Written by Tom Minka |
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9 | % (c) Microsoft Corporation. All rights reserved. |
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10 | |
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11 | if nargin < 2 |
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12 | dim = 1; |
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13 | end |
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14 | |
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15 | % subtract the largest in each column |
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16 | [y, i] = max(a,[],dim); |
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17 | dims = ones(1,ndims(a)); |
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18 | dims(dim) = size(a,dim); |
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19 | a = a - repmat(y, dims); |
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20 | s = y + log(sum(exp(a),dim)); |
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21 | i = find(~finite(y)); |
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22 | if ~isempty(i) |
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23 | s(i) = y(i); |
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24 | end |
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