Robust logsumexp

[fonnesbeck]

Description

Updated logsumexp to protect against overflow.

Related Issue

• Closes #
• Related to #

Checklist

• Checked that the pre-commit linting/style checks pass
• Included tests that prove the fix is effective or that the new feature works
• Added necessary documentation (docstrings and/or example notebooks)
• If you are a pro: each commit corresponds to a relevant logical change

Type of change

• New feature / enhancement
• Bug fix
• Documentation
• Maintenance
• Other (please specify):

---

📚 Documentation preview 📚: https://pytensor--1227.org.readthedocs.build/en/1227/

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 82.01%. Comparing base (3cdcfde) to head (150f908).
Report is 148 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1227   +/-   ##
=======================================
  Coverage   82.01%   82.01%           
=======================================
  Files         188      188           
  Lines       48561    48562    +1     
  Branches     8679     8679           
=======================================
+ Hits        39826    39827    +1     
  Misses       6572     6572           
  Partials     2163     2163           

Files with missing lines	Coverage Δ
pytensor/tensor/math.py	92.02% <100.00%> (+<0.01%)	⬆️

🚀 New features to boost your workflow:

• ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

[ricardoV94]

We do it during rewrites:

import pytensor
import pytensor.tensor as pt

x = pt.vector("x")
y = pt.logsumexp(x)

with pytensor.config.change_flags(optimizer_verbose=True):
    # rewriting: rewrite local_log_sum_exp replaces Log.0 of Log(Sum{axes=None}.0) with Add.0 of Add(Max{axes=None}.0, Log.0)
    pytensor.graph.rewrite_graph(y, include=("stabilize",)).dprint()
    

You can add a comment instead if it's suprising looking at the source code

[ricardoV94]

Already done in rewrites

[ricardoV94]

it's also a bit more complicated than that to handle cases of all infinities. The graph is pretty messy, that's why we do it later only

[fonnesbeck]

TIL