What is it?
Applying one function after another: . Deep networks, compilers and data pipelines are long compositions, and the chain rule tells how to differentiate them.
Formulas
Where it shows up in AI
A deep network is the composition of its layers, .
AD sees a program as a composition of primitive operations and differentiates each one.
Where is it used?
Computing topics reachable from here, through the chain of ideas that leads to them:
λ Scientific computing and algorithms
- Inverse functions→Logarithmic functions→Algorithm analysis and complexity★★★★★
- Inverse functions→Logarithmic functions→Derivatives of elementary functions→Antiderivatives and indefinite integrals→Symbolic computation (CAS)★★★★★
- Chain rule→Multivariable chain rule→Jacobian matrix→Multiple integrals and change of variables→Monte Carlo methods★★★★★
- Inverse functions→Logarithmic functions→Floating point (IEEE 754)★★★★★
- Inverse functions→Logarithmic functions→Floating point (IEEE 754)→Scientific computing★★★★★
⚙ Robotics and control
- Chain rule→Multivariable chain rule→Jacobian matrix→Robot Jacobian (velocity kinematics)★★★★★
- Chain rule→Multivariable chain rule→Jacobian matrix→Inverse kinematics★★★★★
- Chain rule→Multivariable chain rule→Jacobian matrix→Equilibria and stability→Control theory★★★★★
- Chain rule→Multivariable chain rule→Jacobian matrix→Kalman filter★★★★★
What depends on it
This page has the essentials. A fuller treatment (intuition, formal definition, worked example) is on the way.