Automatic Differentiation
 
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log_softmax.hpp
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1#ifndef STAN_MATH_FWD_FUN_LOG_SOFTMAX_HPP
2#define STAN_MATH_FWD_FUN_LOG_SOFTMAX_HPP
3
12
13namespace stan {
14namespace math {
15
23template <typename T, require_std_vector_st<is_fvar, T>* = nullptr>
24inline auto log_softmax(T&& x) {
25 return apply_vector_unary<T>::apply(std::forward<T>(x), [](auto&& v) {
26 return log_softmax(std::forward<decltype(v)>(v));
27 });
28}
29
37template <typename Vec, require_eigen_vector_vt<is_fvar, Vec>* = nullptr>
38inline auto log_softmax(Vec&& x) {
39 using vec = std::decay_t<Vec>;
40 constexpr int Rows = vec::RowsAtCompileTime;
41 constexpr int Cols = vec::ColsAtCompileTime;
42 using T = typename value_type_t<vec>::Scalar;
43 decltype(auto) x_ref = to_ref(std::forward<Vec>(x));
44 if (x_ref.size() == 0) {
45 return Eigen::Matrix<fvar<T>, Rows, Cols>{};
46 }
47 const auto s = softmax(value_of(x_ref));
48 const auto d_in = x_ref.d();
49 const auto dot_sd = s.dot(d_in);
50 Eigen::Matrix<fvar<T>, Rows, Cols> result(x_ref.size());
51 result.val() = s.array().log().matrix();
52 result.d() = (d_in.array() - dot_sd).matrix();
53 return result;
54}
55
56} // namespace math
57} // namespace stan
58#endif
typename value_type< T >::type value_type_t
Helper function for accessing underlying type.
T value_of(const fvar< T > &v)
Return the value of the specified variable.
Definition value_of.hpp:18
auto softmax(T &&x)
Return the softmax of each vector in a container of fvar values.
Definition softmax.hpp:23
auto log_softmax(T &&x)
Return the log softmax of each vector in a container of fvar values.
ref_type_t< T && > to_ref(T &&a)
This evaluates expensive Eigen expressions.
Definition to_ref.hpp:18
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...