scripts/builtin/logSumExp.dml

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# ------------------------------------------
# Built-in LOGSUMEXP 
# ------------------------------------------


# INPUT PARAMETERS:
# ---------------------------------------------------------------------------------------------
# NAME        TYPE    DEFAULT     MEANING
# ---------------------------------------------------------------------------------------------
# X           Double  ---         matrix M 
# margin      String  none        if the logsumexp of rows is required set margin = "row"
#                                 if the logsumexp of columns is required set margin = "col"
#                                 if set to "none" then a single scalar is returned computing logsumexp of matrix
# ---------------------------------------------------------------------------------------------


#Output(s)
# ---------------------------------------------------------------------------------------------
# NAME        TYPE    DEFAULT     MEANING
# ---------------------------------------------------------------------------------------------
# output      Double  ---         A 1*1 matrix, row vector or column vector depends on margin value

m_logSumExp = function(Matrix[Double] M, String margin = "none")
return(Matrix[Double] output)
{
  if(margin == "rows") {
    ds = M - rowMaxs(M)
    rSumOfexp = rowSums(exp(ds))
    output = rowMaxs(M) + log(rSumOfexp)
  }
  else if(margin == "cols") {
    ds = M - colMaxs(M)
    cSumOfexp = colSums(exp(ds))
    output = colMaxs(M) + log(cSumOfexp)
  }
  else if(margin == "none") {
    ds = M - max(M)
    sumOfexp = sum(exp(ds))
    output = as.matrix(max(M) + log(sumOfexp))
  }
  else 
		stop("invalid margin value expecting rows, cols or none found: "+margin)
}