Attention Outputs Are Convex Combinations (proposition)
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Attention is often drawn as a lookup, and the proposition below says what kind of lookup it is: a convex combination of the value vectors, with weights that are non-negative and sum to one because they came out of a softmax.
The statement constrains the output geometry before any training happens, and it is the reason an attention output cannot be extrapolated outside the region its value vectors span — no matter how extreme the queries become.
Proposition. Let \(A \in \mathbb{R}^{T \times T}\) be the row-stochastic matrix produced by the softmax in attention, so that \(A_{ij} \geq 0\) and \(\sum_j A_{ij} = 1\) for every row \(i\). Then each output row \(o_i = \sum_j A_{ij} v_j\) lies in the convex hull of the value vectors \(v_1, \dots, v_T\).
A one-line consequence is a bound on the output,
$$ \lVert o_i \rVert_2 \leq \max_j \lVert v_j \rVert_2 , $$by the triangle inequality and \(\sum_j A_{ij} = 1\).
The bound is inherited rather than learned: making attention more confident moves the output towards a vertex of the hull, and no amount of training can move it outside.