softmax(z)i∈(0,1) for all i, and ∑isoftmax(z)i=1.
Preserves ordering: if zi>zj then softmax(z)i>softmax(z)j. So argmaxisoftmax(z)i=argmaxizi.
Invariant under constant shift: softmax(z+c)=softmax(z) for any scalar c (the factor ec cancels). Implementations subtract maxizi before exponentiating to avoid overflow.
Relation to Sigmoid (two-class case, exam WS 23/24, Task 5.3):
softmax([x,0])1=ex+1ex=1+e−x1=σ(x)softmax([x,0])2=ex+11=σ(−x)
By shift invariance, any two scores (z1,z2) give softmax(z)1=σ(z1−z2). Multi-class logistic regression with softmax over k=2 scores is therefore ordinary Logistic Regression.