general.py 文件源码

def logsumexp(array):
    # https://github.com/probcomp/bayeslite/blob/master/src/math_util.py
    if len(array) == 0:
        return float('-inf')
    m = max(array)

    # m = +inf means addends are all +inf, hence so are sum and log.
    # m = -inf means addends are all zero, hence so is sum, and log is
    # -inf.  But if +inf and -inf are among the inputs, or if input is
    # NaN, let the usual computation yield a NaN.
    if math.isinf(m) and min(array) != -m and \
       all(not math.isnan(a) for a in array):
        return m

    # Since m = max{a_0, a_1, ...}, it follows that a <= m for all a,
    # so a - m <= 0; hence exp(a - m) is guaranteed not to overflow.
    return m + math.log(sum(math.exp(a - m) for a in array))