Quantities of the form \(\displaystyle \log \Big( \sum_{i=1}^n \exp( x_i) \Big)\) for \(x \in \mathbb{R}^n\), often referred to as “log-sum-exp” functions are ubiquitous in machine learning, as they appear in normalizing constants of exponential families, and thus in many supervised learning formulations such as softmax regression, but also more generally in (Bayesian or frequentist) probabilistic…