Choose list variable given probability of each variable

Question

I\'ve been trying to code a program that uses the softmax activation function in the middle.

Right now, I have a list of probabilities like this:

P[0         


        

Answer 1

This problem is equivalent to sampling from a categorical distribution. This distribution is commonly conflated with the multinomial distribution which models the result of multiple samples from a categorical distribution.

In numpy, it is easy to sample from the multinomial distribution using numpy.random.multinomial, but a specific categorical version of this does not exist. However, it can be accomplished by sampling from the multinomial distribution with a single trial and then returning the non-zero element in the output.

import numpy as np
pvals = [0.10,0.25,0.60,0.05]
ind = np.where(np.random.multinomial(1,pvals))[0][0]