Function CalcSoftmax

catboost/libs/model/eval_processing.h:15–28

#include <cmath>

inline void CalcSoftmax(const TConstArrayRef<double> approx, TArrayRef<double> softmax) {
    double maxApprox = *MaxElement(approx.begin(), approx.end());
    for (size_t dim = 0; dim < approx.size(); ++dim) {
        softmax[dim] = approx[dim] - maxApprox;
    }
    NCB::FastExpWithInfInplace(softmax.data(), softmax.ysize());
    double sumExpApprox = 0;
    for (auto curSoftmax : softmax) {
        sumExpApprox += curSoftmax;
    }
    for (auto& curSoftmax : softmax) {
        curSoftmax /= sumExpApprox;
    }
}

inline TVector<double> CalcExponent(TVector<double> approx) {
    NCB::FastExpWithInfInplace(approx.data(), approx.ysize());