RuRo commented on a change in pull request #17849: Fix SoftReLU fused operator
numerical stability
URL: https://github.com/apache/incubator-mxnet/pull/17849#discussion_r393288295
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File path: src/operator/fusion/fused_op-inl.h
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@@ -550,7 +550,10 @@ __device__ inline DType sigmoid(const DType val) {
template <typename DType>
__device__ inline DType softrelu(const DType val) {
- return logf(1 + expf(val));
+ // Avoid overflow of exp for large inputs.
+ // The threshold 20 is chosen such that softrelu(a) = a
+ // for a > 20 using floating precision.
+ return val > 20 ? val : logf(1 + expf(val));
Review comment:
I took the reference threshold from MxNets own [mshadow
impl](https://github.com/apache/incubator-mxnet/blob/ea2dabaae5e1453572c9105f77322977bd14c108/src/operator/mshadow_op.h#L420).
`log(1 + exp(v))` is litteraly the same floating point value as `v` for
float32 and `15.004232 <= v < 88.72284`. For `v < 15.004232`, there is a
non-zero difference `log(1 + exp(v)) - v`, and for `v >= 88.72284`, `exp(v)` is
`+inf`.
Given that choosing any value in that range should yield exactly the same
results, I would intuitively pick a lower value since it skips the
`log(1+exp(v))` computation in favour of identity `v` earlier.
Although, I guess, 88.72284 is slightly less "magic number" than 20, since
it's `log(FLT_MAX)`.
I am not particularly committed to either version, so the final decision is
up to you
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