Replace predict_multinomial_logit with scipy.special.softmax. #279
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Closes #279.
Current Behavior
We had
predict_multinomial_probit
, but it does not account for over and underflows and does the same assoftmax
.Solution / Implementation
Use
scipy.special.softmax
which uses the log-sum-exp trick. Theguvectorize
is not necessary as the dot product and the scipy function are almost not measurable in line profilings.