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LogSumExp : ウィキペディア英語版
LogSumExp

The LogSumExp (LSE) function is a smooth approximation to the maximum function, mainly used by machine learning algorithms. It's defined as the logarithm of the sum of the exponentials of the arguments:
:LSE(x_1, \dots, x_n) = \log\left( \exp(x_1)+ \cdots + \exp(x_n) \right)
The LogSumExp function domain is \R^n, the real coordinate space, and its range is \R, the real line. The larger the values of x_k or their deviation, the better the approximation becomes. The LogSumExp function is convex, and is strictly monotonically increasing everywhere in its domain (but not strictly convex everywhere 〔(【引用サイトリンク】title=convex analysis - About the strictly convexity of log-sum-exp function - Mathematics Stack Exchange )〕).
On the otherhand, when directly encountered, LSE can be well-approximated by \max}\leq LSE(x_1, \dots, x_n)\leq \max{\{x_1, \dots, x_n\}} + \log(n)
The lower bound is met when only one of the argument is non-zero, while the upper bound is met when all the arguments are equal.
==log-sum-exp trick for log-domain calculations==
The LSE function is often encountered when the usual arithmetic computations are performed in log-domain or log-scale.
Like multiplication operation in linear-scale becoming simple addition in log-scale; an addition operation in
linear-scale becomes the LSE in the log-domain.
A common purpose of using log-domain computations is to increase accuracy and avoid underflow and overflow problems
when very small or very large numbers are represented directly (i.e. in a linear domain) using a limited-precision,
floating point numbers.
Unfortunately, the use of LSE directly in this case can again cause overflow/underflow problems. Therefore, the
following equivalent must be used instead (especially when the accuracy of the above 'max' approx. is not sufficient).
Therefore, many math libraries such as boost,IT++ etc. provide a default routine of LSE and use this formula internally.
:LSE(x_1, \dots, x_n) = x^
* + \log\left( \exp(x_1-x^
*)+ \cdots + \exp(x_n-x^
*) \right)
where x^
* = \max}

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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