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Add "a" parameter to softplus()
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DominiqueMakowski committed Sep 3, 2024
1 parent 289114f commit 35f18e3
Showing 1 changed file with 21 additions and 4 deletions.
25 changes: 21 additions & 4 deletions src/basicfuns.jl
Original file line number Diff line number Diff line change
Expand Up @@ -165,9 +165,14 @@ Return `log(1+exp(x))` evaluated carefully for largish `x`.
This is also called the ["softplus"](https://en.wikipedia.org/wiki/Rectifier_(neural_networks))
transformation, being a smooth approximation to `max(0,x)`. Its inverse is [`logexpm1`](@ref).
The generalized `softplus` function (Wiemann et al., 2024) takes an additional optional parameter `a` that control
the approximation error with respect to the linear spline. It defaults to `a=1.0`, in which case the softplus is
equivalent to `log1pexp`.
See:
* Martin Maechler (2012) [“Accurately Computing log(1 − exp(− |a|))”](http://cran.r-project.org/web/packages/Rmpfr/vignettes/log1mexp-note.pdf)
"""
* Wiemann, P. F., Kneib, T., & Hambuckers, J. (2024). Using the softplus function to construct alternative link functions in generalized linear models and beyond. Statistical Papers, 65(5), 3155-3180.
"""
log1pexp(x::Real) = _log1pexp(float(x)) # ensures that BigInt/BigFloat, Int/Float64 etc. dispatch to the same algorithm

# Approximations based on Maechler (2012)
Expand Down Expand Up @@ -255,10 +260,22 @@ Return `log(exp(x) - 1)` or the “invsoftplus” function. It is the inverse o
[`log1pexp`](@ref) (aka “softplus”).
"""
logexpm1(x::Real) = x <= 18.0 ? log(_expm1(x)) : x <= 33.3 ? x - exp(-x) : oftype(exp(-x), x)
logexpm1(x::Float32) = x <= 9f0 ? log(expm1(x)) : x <= 16f0 ? x - exp(-x) : oftype(exp(-x), x)
logexpm1(x::Float32) = x <= 9.0f0 ? log(expm1(x)) : x <= 16.0f0 ? x - exp(-x) : oftype(exp(-x), x)

function softplus(x; a::Real=1.0)
if a == 1.0
return log1pexp(x)
end
return log1pexp(a * x) / a
end

function invsoftplus(y; a::Real=1.0)
if a == 1.0
return logexpm1(y)
end
return logexpm1(a * y) / a
end

const softplus = log1pexp
const invsoftplus = logexpm1

"""
$(SIGNATURES)
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