logsumexp

Description

Provides two traits:

• LogAddExp, which provides a numerically stable evaluation of ln(exp(a) + exp(b)), utilizing ln_1p_exp from the lnexp crate. Implementations are provided for for f64 and f32 (and their respective references).
• LogSumExp, which provides a numerically stable, 1-pass (online) algorithm for evaluation of LogSumExp with correct handling of +/- infinity and nan. Implementations are provided iterators which produce Items of f64 or f32 (and for respective references).

License

Licensed under either of

• Apache License, Version 2.0
• MIT license

at your option.

Contribution

Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in the work by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.

Citations

• Milakov, Maxim, and Natalia Gimelshein. "Online normalizer calculation for softmax." arXiv preprint arXiv:1805.02867 (2018)