---
title: "backpropegation"
type: concept
related: [Likelyhood, Maximum Likelihood Parameter Learning, Neural Network, Backpropegation, Finite Difference Method]
source: https://www.jemoka.com/posts/kbhbackpropegation/
confidence: high
status: active
---

backpropegation is a special case of &ldquo;backwards differentiation&rdquo; to update a computation grap.h
constituents chain rule: suppose \(J=J\qty(g_{1}&hellip;g_{k}), g_{i} = g_{i}\qty(\theta_{1} \dots \theta_{p})\), then \(\pdv{J}{\theta_{i}} = \sum_{j=1}^{K} \pdv{J}{g_{j}} \pdv{g_{j}}{\theta_{i}}\) a neural network requirements Consider the notation in the following two layer NN:
\begin{equation} z = w^{(1)} x + b^{(1)} \end{equation}
\begin{equation} a = \text{ReLU}\qty(z) \end{equation}
\begin{equation} h_{\theta}\qty(x) = w^{(2)} a + b^{(2)} \end{equation}
\begin{equation} J = \frac{1}{2}\qty(y - h_{\theta}\qty(x))^{2} \end{equation}
in a forward pass, compute the values of each value \(z^{(1)}, a^{(1)}, \ldots\) in a backward pass, compute&hellip; \(\pdv{J}{z^{(f)}}\): by hand \(\pdv{J}{a^{(f-1)}}\): lemma 3 below \(\pdv{J}{z^{f-1}}\): lemma 2 below \(\pdv{J}{a^{(f-2)}}\): lemma 3 below \(\pdv{J}{z^{f-2}}\): lemme 2 below and so on&hellip; until we get to the first layer after obtaining all of these, we compute the weight matrices' \(\pdv{J}{W^{(f)}}\): lemma 1 below \(\pdv{J}{W^{(f-1)}}\): lemma 1 below &hellip;, until we get tot he first layer chain rule lemmas Pattern match your expressions against these, from the last layer to the first layer, to amortize computation.
Suppose:
\begin{equation} \begin{cases} z = Wu + b \\ J = J\qty(z) \end{cases} \end{equation}
Then:
\begin{equation} \pdv{J}{W} = \pdv{J}{z} U^{T} \end{equation}
\begin{equation} \pdv{J}{b} = \pdv{J}{z} \end{equation}
\begin{equation} \begin{cases} a = \sigma \qty(z) \\ J = J\qty(a) \end{cases} \end{equation}
Then:
\begin{equation} \pdv{J}{z} = \pdv{J}{a} \odot \sigma&rsquo;\qty(z) \end{equation}
Finally,
\begin{equation} \begin{cases} \tau = Wu + b \\ J = J\qty(\tau) \end{cases} \end{equation}
Then:
\begin{equation} \pdv{J}{u} = W^{T} \pdv{J}{\tau} \end{equation}
additional information some issues Vanishing/exploding Gradients: gradient approaches 0 in saturated regime for i.e. sigmoid, resulting in them vanishing neural networks are differentiable circuits In a neural network, all you are allowed to do is add, subtract, multiply, divide, or elementary functions (\(\cos, \sin, \exp, \log\), activatinos etc.)
Suppose we have a differentiable circuit of size \(N\) that computes \(f^{n}: \mathbb{R}^{l} \to \mathbb{R}\), then \(\nabla f\qty(x) \in \mathbb{R}^{l}\) can be computed in \(O\qty(N + l)\) time by a circuit of size \(O\qty(N)\).
Suppose \(N \geq l\), that the above gives that the gradient can be computed in \(O\qty(N)\) time.
This is surprising! The usual Finite Difference Method would take \(O\qty(NL)\) (\(l\) evaluations of \(f\) each round).
Sidebar: we can compute \(\nabla^{2} f\qty(x) v\) can be computed in \(O\qty(N+l)\) by breaking it up into a matrix-vector product and applying the theorem above twice.
Motivation deep learning is useful by having good \(\theta\) we can find useful thetas by MLE we MLE by doing optimization to maximize the likelyhood So we know that our loss is:
\begin{equation} J^{(j)} \qty(\theta) = \qty(y^{(i)} - h_{\theta }\qty(x^{(i)}))^{2} \end{equation}
How would we compute the gradient for \(h\qty(x)\)? where:
\begin{equation} \theta := \theta - \alpha \nabla J\qty(\theta) \end{equation}
Toy Consider:
\begin{equation} L(a,b,c) = c(a+2b) \end{equation}
meaning, we obtain a graph that looks like:
in three steps, we have:
\(d = 2b\) \(e = a+d\) \(L = e\cdot e\) To perform backpropagation, we compute derivatives from right to left, computing first \(\pdv{L}{L}= 1\), then, moving slowly towards the left to obtain \(\pdv{L}{c} = \pdv{L}{L}\pdv{L}{c}\), and then \(\pdv{L}{e} = \pdv{L}{L}\pdv{L}{c}\) , and then \(\pdv{L}{d} = \pdv{L}{L}\pdv{L}{e}\pdv{e}{d}\) and so forth.
Example For one data point, let us define our neural network:
\begin{equation} h_{j} = \sigma\qty[\sum_{i}^{} x_{i} \theta_{i,j}^{(h)}] \end{equation}
\begin{equation} \hat{y} = \sigma\qty[\sum_{i}^{} h_{i}\theta_{i}^{(y)}] \end{equation}
we can define our network:
\begin{equation} L(\theta) = P(Y=y|X=x) = (\hat{y})^{y} (1-\hat{y})^{1-y} \end{equation}
from IID datasets, we can multiply the probablities together:
\begin{equation} L(\theta) = \prod_{i=1}^{n} (\hat{y_{i}})^{y_{i}} (1-\hat{y_{i}})^{1-y_{i}} \end{equation}
and, to prevent calculus and derivative instability, we take the log:
\begin{equation} LL(\theta) = \sum_{i=1}^{n}{y_{i}}\log (\hat{y_{i}}) \cdot ( 1-y_{i} )\log (1-\hat{y_{i}}) \end{equation}
We want to maximise this, meaning we perform gradient ascent on this statement. Recall the chain rule; so we can break each layer down:
\begin{equation} \pdv{LL(\theta)}{\theta_{ij}^{h}} = \pdv{LL(\theta)}{\hat{y}} \pdv{\hat{y}}{h_{j}} \pdv{h_{j}}{\theta_{ij}^{h}} \end{equation}
furthermore, for any summation,
\begin{equation} \dv x \sum_{i=0}^{} x = \sum_{i=0}^{}\dv x x \end{equation}
So we can consider our derivatives with respect to each data point. When going about the second part, recall an important trick:
\begin{equation} \pdv{h_{i}} \qty[\sum_{i}^{} h_{i}\theta_{i}^{(y)}] \end{equation}
you will note that, for the inside derivative, much the summation expands
Example2 Consider the following two layer NN:
\begin{equation} z = w^{(1)} x + b^{(1)} \end{equation}
\begin{equation} a = \text{ReLU}\qty(z) \end{equation}
\begin{equation} h_{\theta}\qty(x) = w^{(2)} a + b^{(2)} \end{equation}
\begin{equation} J = \frac{1}{2}\qty(y - h_{\theta}\qty(x))^{2} \end{equation}
Notice now by the chain rule (and some careful index tracking) we have:
\begin{equation} \pdv{J}{W^{[1]}} = \pdv{J}{z} \pdv{z}{w^{(1)}} = \pdv{J}{z} x^{T} \end{equation}
\begin{equation} \pdv{J}{b^{(1)}} = \pdv{J}{z} 1 = \pdv{J}{z} \end{equation}
\begin{equation} \pdv{J}{z} = \pdv{J}{a} \odot \text{ReLU}&rsquo; \qty(z) \end{equation}
\begin{equation} f\qty(x) = g\qty(x) + y \end{equation}
\begin{equation} g\qty(x) = h\qty(x) + z \end{equation}
\begin{equation} h\qty(x) = x \end{equation}
\begin{equation} \pdv{f}{x} = \pdv{f}{g} \pdv{g}{h} \pdv{h}{x} \end{equation}
