A Simple Explanation of the Softmax Function

Softmax turns arbitrary real values into probabilities, which are often useful in Machine Learning. The math behind it is pretty simple: given some numbers,

1. Raise e (the mathematical constant) to the power of each of those numbers.
2. Sum up all the exponentials (powers of $e$). This result is the denominator.
3. Use each number’s exponential as its numerator.
4. $\text{Probability} = \frac{\text{Numerator}}{\text{Denominator}}$.

Written more fancily, Softmax performs the following transform on $n$ numbers $x_1 \ldots x_n$:

The outputs of the Softmax transform are always in the range $[0, 1]$ and add up to 1. Hence, they form a probability distribution.

A Simple Example

Say we have the numbers -1, 0, 3, and 5. First, we calculate the denominator:

Then, we can calculate the numerators and probabilities:

The bigger the $x$, the higher its probability. Also, notice that the probabilities all add up to 1, as mentioned before.

Implementing Softmax in Python

Using numpy makes this super easy:

import numpy as np

def softmax(xs):
    return np.exp(xs) / sum(np.exp(xs))

xs = np.array([-1, 0, 3, 5])
print(softmax(xs)) # [0.0021657, 0.00588697, 0.11824302, 0.87370431]

Why is Softmax useful?

Imagine building a Neural Network to answer the question: Is this picture of a dog or a cat?

A common design for this neural network would have it output 2 real numbers, one representing dog and the other cat, and apply Softmax on these values. For example, let’s say the network outputs $[-1, 2]$:

This means our network is 95.3% confident that the picture is of a cat. Softmax lets us answer classification questions with probabilities, which are more useful than simpler answers (e.g. binary yes/no).