An update: this apparently has nothing to do with softplus.  I've 
drastically simplified my network and removed many components (reducing the 
loss function to a simple quadratic) and I still get the same error.  The 
issue seems to come from how I'm doing sub-tensor indexing (which obviously 
should not introduce a NaN).  I'll try to generate some simple sample code 
that can reproduce the error.

On Sunday, September 18, 2016 at 10:14:31 PM UTC+2, wrote:
> I've been banging my head against this problem for several hours so I 
> wanted to make sure one of my assumptions is not flawed (and hopefully get 
> some advice).  
> I have a relatively simple network that is entirely linear except for the 
> loss function which is a sum of many softpluses.  A snippet of the code is 
> (here a_emb is a matrix and bias a scalar):
>         z= bias - (a_emb  - b_emb).norm(2, axis=1)
>         if clip:
>             z=z.clip(-bound,bound)
>         L0 = -T.nnet.softplus(-z)
> L0 is one contribution to the loss.  There are a few more from higher rank 
> tensors that look like this (zn is a 3-tensor):
>         L1=T.sum(-T.nnet.softplus(zn), axis=1)
> The only real complexity in the network is the use of subtensor indexing. 
>  Basically I'm training a very large embedding model so to avoid updating 
> the whole matrix I take all inputs (e.g. indices corresponding to "a_emb", 
> "b_emb" above), put them in a subtensor, and then extract them out again 
> (by subindexing).  I then only update the subtensor via something like this:
>         updates = [(self.V, T.set_subtensor(subV, subV-lr* grads))]
> If it helps I could post code showing how I setup the subtensor (but all 
> that stuff is just indexing, there's no non-linear operation there).
> There's also a non-linear L2 loss function on the subtensor but I can't 
> imagine that's causing the problem:
>         L2lossV=(subV.norm(2, axis=1))
> I'm not sure all the above is relevant but the issue is that I'm getting 
> NaN's very consistently and I'm having a hard time figuring out what 
> operation is causing it (using Nangaurd just made the code too slow to ever 
> get to the NaN).
> As you can see from the above I tried to fight the NaN's by clipping the 
> input to softplus but this doesn't seem to work.  I clip the inputs to -10 
> to 10 but I still get NaNs.
> My understanding, from reading around a little, was that softplus was 
> supposed to help avoid NaNs so I'm a bit confused that they're still 
> cropping up (and I can't see where else they could come from).  I would 
> appreciate any advice as to how to figure out the problem or even code 
> around it.
> This is all with theano 0.8.2 on Ubuntu 16.04 and I'm using a CPU (but 
> with float32).
> Thanks in advance for any help.


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