Function CalcLogSoftmax

catboost/libs/model/eval_processing.h:56–71

}

inline void CalcLogSoftmax(const TConstArrayRef<double> approx, TArrayRef<double> logSoftmax) {
    double maxApprox = *MaxElement(approx.begin(), approx.end());
    for (size_t dim = 0; dim < approx.size(); ++dim) {
        logSoftmax[dim] = approx[dim] - maxApprox;
    }
    NCB::FastExpWithInfInplace(logSoftmax.data(), logSoftmax.ysize());
    double logSumExpApprox = 0;
    for (auto curLogSoftmax : logSoftmax) {
        logSumExpApprox += curLogSoftmax;
    }
    logSumExpApprox = std::log(logSumExpApprox);

    for (size_t dim = 0; dim < approx.size(); ++dim) {
        logSoftmax[dim] = approx[dim] - maxApprox - logSumExpApprox;
    }
}

inline void CalcLogSoftmax(const TConstArrayRef<double> approx, TVector<double>* softmax) {
    CalcLogSoftmax(approx, *softmax);