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 <stan/math/prim/functor/apply_vector_unary.hpp>
#include <cmath>
 
namespace stan {
namespace math {
 
template <typename Vec,
          require_eigen_vector_vt<std::is_arithmetic, Vec>* = nullptr>
inline plain_type_t<Vec> softmax(Vec&& v) {
  if (v.size() == 0) {
    return v;
  }
  decltype(auto) v_ref = to_ref(std::forward<Vec>(v));
  const auto theta = (v_ref.array() - v_ref.maxCoeff()).exp();
  return (theta / theta.sum()).matrix();
}
 
template <typename T, require_std_vector_st<std::is_arithmetic, T>* = nullptr>
inline auto softmax(T&& x) {
  return apply_vector_unary<T>::apply(std::forward<T>(x), [](auto&& v) {
    return softmax(std::forward<decltype(v)>(v));
  });
}
 
}  // namespace math
}  // namespace stan
 
#endif