Redefine scipy.special.logsumexp see: http://bayesjumping.net/log-sum-exp-trick/
(log_probs, axis=None)
| 3 | |
| 4 | |
| 5 | def logsumexp(log_probs, axis=None): |
| 6 | """ |
| 7 | Redefine scipy.special.logsumexp |
| 8 | see: http://bayesjumping.net/log-sum-exp-trick/ |
| 9 | """ |
| 10 | _max = np.max(log_probs) |
| 11 | ds = log_probs - _max |
| 12 | exp_sum = np.exp(ds).sum(axis=axis) |
| 13 | return _max + np.log(exp_sum) |
| 14 | |
| 15 | |
| 16 | def log_gaussian_pdf(x_i, mu, sigma): |