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Avoid maximum in softmax #450

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Merged
merged 7 commits into from
Jan 2, 2023
Merged

Avoid maximum in softmax #450

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e5f0f67
avoid maximum in softmax
mcabbott Jan 2, 2023
b40c89d
fixup
mcabbott Jan 2, 2023
9a788b2
filter doctest
mcabbott Jan 2, 2023
d969fef
do the same for logsoftmax
mcabbott Jan 2, 2023
a4d827e
revert a mistake
mcabbott Jan 2, 2023
0f847ec
does anyone ever remember what syntax documenter does and doesn't lik…
mcabbott Jan 2, 2023
0d11548
maybe a different thing was wrong with documenter and I was mislead b…
mcabbott Jan 2, 2023
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12 changes: 7 additions & 5 deletions src/softmax.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -17,7 +17,7 @@ See also [`logsoftmax`](@ref).

# Examples

```jldoctest
```jldoctest; filter = r"[+-]?([0-9]*[.])?[0-9]+(f[+-]*[0-9])?"
julia> softmax([1, 2, 3])
3-element Vector{Float64}:
0.09003057317038046
Expand Down Expand Up @@ -58,13 +58,14 @@ softmax(x::AbstractArray{T}; dims = 1) where {T} = softmax!(similar(x, float(T))
softmax!(x::AbstractArray; dims = 1) = softmax!(x, x; dims)

function softmax!(out::AbstractArray{T}, x::AbstractArray; dims = 1) where {T}
max_ = maximum(x; dims)
max_ = fast_maximum(x; dims)
if all(isfinite, max_)
@fastmath out .= exp.(x .- max_)
else
@fastmath @. out = ifelse(isequal(max_,Inf), ifelse(isequal(x,Inf), 1, 0), exp(x - max_))
end
out ./= sum(out; dims)
tmp = dims isa Colon ? sum(out) : sum!(max_, out)
out ./= tmp
end

function ∇softmax_data(dy::AbstractArray{T}, y::AbstractArray{S}; dims = 1) where {T,S}
Expand All @@ -75,7 +76,7 @@ function ∇softmax_data(dy::AbstractArray{T}, y::AbstractArray{S}; dims = 1) wh
# This path is faster, only safe for 1st derivatives though.
# Was previously `∇softmax!(dx, dy, x, y; dims)` to allow CUDA overloads,
# but that was slow: https://github.com/FluxML/NNlibCUDA.jl/issues/30
out = similar(y, promote_type(T,S))
out = similar(y, promote_type(T,S)) # sure to be mutable
out .= dy .* y
out .= out .- y .* sum(out; dims)
end
Expand All @@ -90,6 +91,7 @@ end
within_grad() = false
rrule(::typeof(within_grad)) = true, _ -> (NoTangent(),)

fast_maximum(x::AbstractArray{T}; dims) where {T} = @fastmath reduce(max, x; dims, init = float(T)(-Inf))

"""
logsoftmax(x; dims = 1)
Expand All @@ -109,7 +111,7 @@ logsoftmax(x::AbstractArray{T}; dims = 1) where {T} = logsoftmax!(similar(x, flo
logsoftmax!(x::AbstractArray; dims = 1) = logsoftmax!(x, x; dims)

function logsoftmax!(out::AbstractArray{T}, x::AbstractArray; dims = 1) where {T}
max_ = maximum(x; dims)
max_ = fast_maximum(x; dims)
if all(isfinite, max_)
out .= x .- max_
else
Expand Down