从Udacity的深度学习课程中，y_i的softmax仅仅是指数除以整个Y向量的指数之和:
其中S(y_i)是y_i的软最大函数e是指数函数j是no。输入向量Y中的列。
我试过以下几种方法:
import numpy as np
def softmax(x):
"""Compute softmax values for each sets of scores in x."""
e_x = np.exp(x - np.max(x))
return e_x / e_x.sum()
scores = [3.0, 1.0, 0.2]
print(softmax(scores))
返回:
[ 0.8360188 0.11314284 0.05083836]
但建议的解决方案是:
def softmax(x):
"""Compute softmax values for each sets of scores in x."""
return np.exp(x) / np.sum(np.exp(x), axis=0)
它产生与第一个实现相同的输出，尽管第一个实现显式地取每列与Max的差值，然后除以和。
有人能用数学方法解释一下吗?一个是对的，另一个是错的?
实现在代码和时间复杂度方面是否相似?哪个更有效率?
编辑。从1.2.0版本开始，scipy包含了softmax作为一个特殊函数:
https://scipy.github.io/devdocs/generated/scipy.special.softmax.html
我写了一个在任意轴上应用softmax的函数:
def softmax(X, theta = 1.0, axis = None):
"""
Compute the softmax of each element along an axis of X.
Parameters
----------
X: ND-Array. Probably should be floats.
theta (optional): float parameter, used as a multiplier
prior to exponentiation. Default = 1.0
axis (optional): axis to compute values along. Default is the
first non-singleton axis.
Returns an array the same size as X. The result will sum to 1
along the specified axis.
"""
# make X at least 2d
y = np.atleast_2d(X)
# find axis
if axis is None:
axis = next(j[0] for j in enumerate(y.shape) if j[1] > 1)
# multiply y against the theta parameter,
y = y * float(theta)
# subtract the max for numerical stability
y = y - np.expand_dims(np.max(y, axis = axis), axis)
# exponentiate y
y = np.exp(y)
# take the sum along the specified axis
ax_sum = np.expand_dims(np.sum(y, axis = axis), axis)
# finally: divide elementwise
p = y / ax_sum
# flatten if X was 1D
if len(X.shape) == 1: p = p.flatten()
return p
正如其他用户所描述的那样，减去最大值是很好的做法。我在这里写了一篇详细的文章。
编辑。从1.2.0版本开始，scipy包含了softmax作为一个特殊函数:
https://scipy.github.io/devdocs/generated/scipy.special.softmax.html
我写了一个在任意轴上应用softmax的函数:
def softmax(X, theta = 1.0, axis = None):
"""
Compute the softmax of each element along an axis of X.
Parameters
----------
X: ND-Array. Probably should be floats.
theta (optional): float parameter, used as a multiplier
prior to exponentiation. Default = 1.0
axis (optional): axis to compute values along. Default is the
first non-singleton axis.
Returns an array the same size as X. The result will sum to 1
along the specified axis.
"""
# make X at least 2d
y = np.atleast_2d(X)
# find axis
if axis is None:
axis = next(j[0] for j in enumerate(y.shape) if j[1] > 1)
# multiply y against the theta parameter,
y = y * float(theta)
# subtract the max for numerical stability
y = y - np.expand_dims(np.max(y, axis = axis), axis)
# exponentiate y
y = np.exp(y)
# take the sum along the specified axis
ax_sum = np.expand_dims(np.sum(y, axis = axis), axis)
# finally: divide elementwise
p = y / ax_sum
# flatten if X was 1D
if len(X.shape) == 1: p = p.flatten()
return p
正如其他用户所描述的那样，减去最大值是很好的做法。我在这里写了一篇详细的文章。
The purpose of the softmax function is to preserve the ratio of the vectors as opposed to squashing the end-points with a sigmoid as the values saturate (i.e. tend to +/- 1 (tanh) or from 0 to 1 (logistical)). This is because it preserves more information about the rate of change at the end-points and thus is more applicable to neural nets with 1-of-N Output Encoding (i.e. if we squashed the end-points it would be harder to differentiate the 1-of-N output class because we can't tell which one is the "biggest" or "smallest" because they got squished.); also it makes the total output sum to 1, and the clear winner will be closer to 1 while other numbers that are close to each other will sum to 1/p, where p is the number of output neurons with similar values.
从向量中减去最大值的目的是，当你计算e^y指数时，你可能会得到非常高的值，将浮点数夹在最大值处，导致平局，但在这个例子中不是这样。如果你减去最大值得到一个负数，那么就会出现一个大问题，然后你就会得到一个负指数，它会迅速缩小数值，改变比率，这就是在海报上的问题中发生的情况，并得到错误的答案。
Udacity提供的答案效率低得可怕。我们需要做的第一件事是计算所有向量分量的e^y_j, KEEP这些值，然后求和，然后除。Udacity搞砸的地方是他们计算了两次e^y_j !!正确答案如下:
def softmax(y):
e_to_the_y_j = np.exp(y)
return e_to_the_y_j / np.sum(e_to_the_y_j, axis=0)
