I know inv_logit(x) = exp(x) / 1 + exp(x). Is there a multivariate version for

p0 = 1 / 1 + sum(exp(x_i))

p1 = exp(x1) / 1 + sum(exp(x_i))

p2 = exp(x2) / 1 + sum(exp(x_i))

and so on

I know inv_logit(x) = exp(x) / 1 + exp(x). Is there a multivariate version for

p0 = 1 / 1 + sum(exp(x_i))

p1 = exp(x1) / 1 + sum(exp(x_i))

p2 = exp(x2) / 1 + sum(exp(x_i))

and so on

Softmax

That’s so cool. Thanks!

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It’s also built into our `categorical_logit`

the same way we can take logit-scaled parameters in `bernoulli_logit`

.

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