softmax: Softmax transform

In multinma: Bayesian Network Meta-Analysis of Individual and Aggregate Data

Softmax transform

Description

The softmax transform is a multivariate generalisation of the logit transform. softmax() maps a vector of K-1 values on the real line to a K-simplex (i.e. values between 0 and 1, that sum to 1). inv_softmax() provides the inverse transform, mapping a K-simplex vector to a vector of K-1 real values.

Usage

softmax(x)

inv_softmax(p)

Arguments

x	K-1 vector of reals
p	K vector simplex

Value

softmax() returns a vector of length K that is a simplex. inv_softmax() returns a vector of reals of length K-1.

Examples

x <- c(-1, 3, -0.5, 2)
(p <- softmax(x))
sum(p)
inv_softmax(p)

multinma documentation built on April 4, 2025, 3:46 a.m.