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Calculus and Gradients for ML

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Training minimizes a loss by taking downhill steps against its gradient, and backprop is the chain rule run backward to get every parameter’s gradient cheaply.

Derivative: local slope

  • Derivative f'(x) = lim_{h->0} (f(x+h) - f(x)) / h, the tangent slope.
  • Sign is the point: positive means increasing; zero means a flat point.
  • Minimization moves against the sign: positive slope, step left to go lower.

Gradient

  • Partial derivative df/dw_i: nudge one weight, freeze the rest.
  • Gradient grad f = [df/dw_1, ..., df/dw_n], all partials in a vector.
  • Points in the direction of steepest ascent; magnitude is steepness.
  • Its negation points downhill, the fastest local loss decrease.

Gradient descent

  • Update: w <- w - eta * grad L(w).
  • eta is the learning rate: too large overshoots and diverges; too small crawls.
  • The gradient only knows the slope at the current point (local); schedules and momentum steer the walk.

Chain rule

  • Network = composition of layers, so derivatives multiply.
  • If y = f(g(x)), then dy/dx = f'(g(x)) * g'(x), sensitivities multiply.
  • Loss gradient w.r.t. an early weight = product of one factor per layer between the weight and the loss.

Backpropagation

  • Chain rule applied efficiently: forward pass caches intermediates, backward pass multiplies local derivatives from loss to inputs, reusing shared factors.
  • Many inputs to one scalar loss, so reverse order shares tail factors: all parameter gradients cost about one forward pass.
  • Jacobian: matrix of all partials dy_i/dx_j for vector-to-vector maps; backprop chains these (usually as vector-Jacobian products).

Training loop and gotchas

  • Cycle: forward pass (compute loss) to backprop (gradients) to update (w <- w - eta * grad L) to repeat.
  • A zero gradient marks a minimum, maximum, or saddle; flat slope alone does not guarantee a minimum.
loss --> * local deriv --> ... --> * local deriv --> weight
(grad flows backward, multiplying one local derivative per layer)
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