I'm getting this error when I try to compute the logistic function for a data mining method I'm implementing:
RuntimeWarning: overflow encountered in exp
My code:
def logistic_function(x):
# x = np.float64(x)
return 1.0 / (1.0 + np.exp(-x))
If I understood correctly from some related questions that the problem is that np.exp() is returning a huge value. I saw suggestions to let numpy ignore the warnings, but the problem is that when I get this error, then the results of my method are horrible. However when I don't get it, then they are as expected. So making numpy ignoring the warning is not a solution for me at all. I don't know what is wrong or how to deal with.
I don't even know if this is a result of a bug because sometimes I get this error and sometimes not! I went through my code many times and everything looks correct!
Best Answer
You should compute the logistic function using either
scipy.special.expit
, which in recent enough SciPy is more stable than your solution (although earlier versions got it wrong), or by reducing it totanh
:This version of the function is stable, fast, and fairly accurate.