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The Softmax function is a mathematical function that converts a vector of real numbers into a probability distribution. It is widely used in machine learning, particularly in the output layer of neural networks for multi-class classification tasks. By applying the Softmax function, each element of the input vector is transformed into a value between 0 and 1, representing the probability of each class, with the sum of all probabilities equal to 1.

Properties:

  • Probability Distribution: The output values are in the range (0, 1) and sum to 1, making them interpretable as probabilities.
  • Sensitivity to Input Magnitudes: Larger input values correspond to higher probabilities, and the function amplifies the differences between input values.

Applications:

  • Multi-Class Classification: In neural networks, the Softmax function is commonly used in the output layer to predict the probability distribution over multiple classes.
  • Decision Making: It helps in making decisions by selecting the class with the highest probability.
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