[Numpy-discussion] vectorized version of logsumexp? (from scipy.maxentropy)

josef.pktd@gmai... josef.pktd@gmai...
Sat Oct 17 18:27:55 CDT 2009


On Sat, Oct 17, 2009 at 2:02 PM, Charles R Harris
<charlesr.harris@gmail.com> wrote:
>
>
> On Sat, Oct 17, 2009 at 11:54 AM, <josef.pktd@gmail.com> wrote:
>>
>> On Sat, Oct 17, 2009 at 1:20 PM, Charles R Harris
>> <charlesr.harris@gmail.com> wrote:
>> >
>> >
>> > On Sat, Oct 17, 2009 at 9:36 AM, per freem <perfreem@gmail.com> wrote:
>> >>
>> >> hi all,
>> >>
>> >> in my code, i use the function 'logsumexp' from scipy.maxentropy a
>> >> lot. as far as i can tell, this function has no vectorized version
>> >> that works on an m-x-n matrix. i might be doing something wrong here,
>> >> but i found that this function can run extremely slowly if used as
>> >> follows: i have an array of log probability vectors, such that each
>> >> column sums to one. i want to simply iterate over each column and
>> >> renormalize it, using exp(col - logsumexp(col)). here is the code that
>> >> i used to profile this operation:
>> >>
>> >> from scipy import *
>> >> from numpy import *
>> >> from numpy.random.mtrand import dirichlet
>> >> from scipy.maxentropy import logsumexp
>> >> import time
>> >>
>> >
>> > Why aren't you using logaddexp ufunc from numpy?
>>
>> Maybe because it is difficult to find, it doesn't have its own docs entry.
>>
>> e.g. no link to logaddexp in
>>
>> http://docs.scipy.org/doc/numpy/reference/ufuncs.html#math-operations
>>
>> I have no idea, why it is different from the other ufuncs in the docs
>> (and help file).
>> It shows up correctly in the docs editor, but not in the numpy 1.3 and
>> online docs.
>>
>
> That's curious, none of the five ufuncs added in 1.3 have links even though
> they all have documentation.

I found that they are missing from routines.math
http://docs.scipy.org/numpy/docs/numpy-docs/reference/routines.math.rst/

I added logaddexp, logaddexp2 and exp2

What else?

Josef

>
> Chuck
>
>
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