safe_cumprod: Safe cumprod

In tfaddons: Interface to 'TensorFlow SIG Addons'

Description

Computes cumprod of x in logspace using cumsum to avoid underflow.

Usage

safe_cumprod(x, ...)

Arguments

x	Tensor to take the cumulative product of.
...	Passed on to cumsum; these are identical to those in cumprod

Details

The cumprod function and its gradient can result in numerical instabilities when its argument has very small and/or zero values. As long as the argument is all positive, we can instead compute the cumulative product as exp(cumsum(log(x))). This function can be called identically to tf$cumprod.

Value

Cumulative product of x.

tfaddons documentation built on July 2, 2020, 2:12 a.m.