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

Charles R Harris charlesr.harris@gmail....
Sat Oct 17 18:46:05 CDT 2009


On Sat, Oct 17, 2009 at 5:27 PM, <josef.pktd@gmail.com> wrote:

> 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?
>
>
Thanks. Also deg2rad, rad2deg, trunc, and copysign need to be added. Is that
something that can be done in svn, or automatically, or does it need to be
done on docs site?

Chuck
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