fix numeric overflow

fix non-convergence in tests
UDST · May 4, 2018 · d84469d · d84469d
1 parent eab97ea
commit d84469d
Showing 1 changed file with 4 additions and 0 deletions.
diff --git a/urbansim/urbanchoice/mnl.py b/urbansim/urbanchoice/mnl.py
@@ -35,6 +35,10 @@ def mnl_probs(data, beta, numalts):
         raise Exception("Number of alternatives is zero")
     utilities.reshape(numalts, utilities.size() // numalts)
 
+    # https://stats.stackexchange.com/questions/304758/softmax-overflow
+    if clamp:
+        utilities.mat -= utilities.mat.max(0)
+
     exponentiated_utility = utilities.exp(inplace=True)
     if clamp:
         exponentiated_utility.inftoval(1e20)