Does Scipy Logsumexp() Deal With The Underflow Challenge?
Does the scipy's logsumexp() implementation include the hack that prevents underflow by subtracting the maximum found value in the array from each element? The one explained here
Solution 1:
You can inspect the source code defining logsumexp
here. (Note that there is a link to the source on the doc page).
You'll see:
a_max = a.max(axis=0)
...
out=log(sum(exp(a - a_max), axis=0))
So yes, scipy's logsumexp
is subtracting the maximum from each element.
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