softmax.hpp

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#ifndef STAN_MATH_PRIM_FUN_SOFTMAX_HPP
#define STAN_MATH_PRIM_FUN_SOFTMAX_HPP
 
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename ColVec,
          require_eigen_col_vector_vt<std::is_arithmetic, ColVec>* = nullptr>
inline plain_type_t<ColVec> softmax(const ColVec& v) {
  using std::exp;
  if (v.size() == 0) {
    return v;
  }
  const auto& v_ref = to_ref(v);
  const auto theta = (v_ref.array() - v_ref.maxCoeff()).exp().eval();
  return theta.array() / theta.sum();
}
 
}  // namespace math
}  // namespace stan
 
#endif