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inline a barebones version of logsumexp for improved performance #1745

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merged 3 commits into from
Nov 30, 2017
Merged

inline a barebones version of logsumexp for improved performance #1745

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4b86ff6
inline a barebones version of logsumexp for improved performance
arlenk Nov 29, 2017
979fb8d
converting to numpy style docstring
arlenk Nov 30, 2017
4d96be9
remove trailing whitespaces
arlenk Nov 30, 2017
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24 changes: 18 additions & 6 deletions gensim/models/ldamodel.py
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Expand Up @@ -47,16 +47,28 @@
from gensim.models import basemodel, CoherenceModel
from gensim.models.callbacks import Callback

# log(sum(exp(x))) that tries to avoid overflow
try:
from scipy.special import logsumexp
except ImportError:
from scipy.misc import logsumexp


logger = logging.getLogger('gensim.models.ldamodel')


def logsumexp(x):
"""
barebones log-sum-exp that tries to avoid overflows
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Please use numpy-style docstrings


Args:
x: 1d ndarray

Note:
does not support NaNs

"""
x_max = np.max(x)
x = np.log(np.sum(np.exp(x - x_max)))
x += x_max

return x


def update_dir_prior(prior, N, logphat, rho):
"""
Updates a given prior using Newton's method, described in
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