Thanks a lot for your investigation work. It's very useful.

On Mon, Jul 23, 2012 at 11:32:24AM +0200, Emanuele Olivetti wrote:
> As you can see the solution is very simple and just based on
> np.logaddexp.reduce() instead of np.exp().sum(), plus np.nan_to_num()
> and a little rearrangement.

As far as I known, logaddexp.reduce is never the best option, as it does
lead to overflow. The best option that I know is implemented
sklearn.utils.extmath.logsumexp

Appart from that minor remark, a pull request implementing the fix would
be awesome.

Thanks,

Gael

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