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Jacobian Chain Rule Backpropagation

The document explains the Jacobian matrix and its role in multivariable calculus, particularly in the context of neural networks. It details how the chain rule is applied to compute gradients during backpropagation, allowing for the adjustment of weights and biases in the network. This process is essential for training neural networks effectively.

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19 views7 pages

Jacobian Chain Rule Backpropagation

The document explains the Jacobian matrix and its role in multivariable calculus, particularly in the context of neural networks. It details how the chain rule is applied to compute gradients during backpropagation, allowing for the adjustment of weights and biases in the network. This process is essential for training neural networks effectively.

Uploaded by

sphinxzed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Jacobian Matrix and Chain Rule in Backpropagation

Introduction to the Jacobian Matrix


The Jacobian matrix is a powerful tool in multivariable calculus that generalizes
to functions of several variables. It provides a way to understand how a functio
Definition
Consider a function F: R^n -> R^m with components F_1, F_2, ..., F_m. The Jac
where each entry is the partial derivative of one of the function components wi
Chain Rule for Multivariable Functions
The chain rule allows us to compute the derivative of a composition of function
it involves the Jacobian matrices of the functions.
Definition
Suppose you have two functions F: R^m -> R^k and G: R^n -> R^m. The com
The Jacobian of the composition F o G is given by the product of the Jacobians o
Example
Let's go through an example to illustrate these concepts.
Step 1: Define the Functions
Consider the functions:
- G(u, v) = (u + v, u - v)
- F(x, y) = (x^2 + y^2, x^2 - y^2)
We want to find the Jacobian of the composition F o G.
Step 2: Compute the Jacobian of G
The Jacobian matrix J_G is:
Step 3: Compute the Jacobian of F
The Jacobian matrix J_F is:
Step 4: Evaluate J_F at G(u, v)
Substitute x = u + v and y = u - v into J_F:
Step 5: Multiply the Jacobians
Now, multiply J_F(u + v, u - v) by J_G:
Perform the matrix multiplication:
This is the Jacobian matrix of the composition F o G. It represents how small ch
Application in Backpropagation
The Jacobian matrix and the chain rule play a crucial role in the backpropagatio
Role of the Jacobian and Chain Rule
In the context of neural networks, the Jacobian matrix represents the partial de
For a layer in a neural network, the Jacobian matrix captures how changes in th
The chain rule is essential for computing the gradients of the loss function with
It allows us to propagate the error backward through the network by multiplyin
Detailed Application
Let's break down the application of the Jacobian and chain rule in backpropaga
Step 1: Forward Pass
Consider a simple neural network with:
- Input x
- Weights W and biases b for each layer
- Activation functions sigma
- Output y
The forward pass computes the output y by passing the input x through the lay
Step 2: Loss Function
The loss function L measures the difference between the predicted output y an
Step 3: Backward Pass
The goal of the backward pass is to compute the gradients of the loss function
1. Compute the Gradient of the Loss with Respect to the Output
2. Apply the Chain Rule
To find the gradient of the loss with respect to the weights W and biases b, we u
3. Propagate the Gradient Backward
For each layer, compute the gradient of the loss with respect to the inputs of th
Step 4: Update Weights
Use the computed gradients to update the weights and biases using an optimiz
Summary
- The Jacobian matrix captures the partial derivatives of the network's output w
- The chain rule allows us to compute the gradients of the loss function with res
- Backpropagation uses these gradients to update the weights and biases, mini
This process is fundamental to training neural networks and enables them to le

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