The chain rule allows us to find the derivative of composite functions. It is computed extensively by the backpropagation algorithm, in order to train feedforward neural networks. By applying the chain rule in an efficient manner while following a specific order of operations, the backpropagation algorithm calculates the error gradient of the loss function with […]

# Archive | Calculus

## A Gentle Introduction To Method Of Lagrange Multipliers

The method of Lagrange multipliers is a simple and elegant method of finding the local minima or local maxima of a function subject to equality or inequality constraints. Lagrange multipliers are also called undetermined multipliers. In this tutorial we’ll talk about this method when given equality constraints. In this tutorial, you will discover the method […]

## A Gentle Introduction to Optimization / Mathematical Programming

Whether it is a supervised learning problem or an unsupervised problem, there will be some optimization algorithm working in the background. Almost any classification, regression or clustering problem can be cast as an optimization problem. In this tutorial, you will discover what is optimization and concepts related to it. After completing this tutorial, you will […]

## A Gentle Introduction to the Laplacian

The Laplace operator was first applied to the study of celestial mechanics, or the motion of objects in outer space, by Pierre-Simon de Laplace, and as such has been named after him. The Laplace operator has since been used to describe many different phenomena, from electric potentials, to the diffusion equation for heat and fluid […]

## A Gentle Introduction To Hessian Matrices

Hessian matrices belong to a class of mathematical structures that involve second order derivatives. They are often used in machine learning and data science algorithms for optimizing a function of interest. In this tutorial, you will discover Hessian matrices, their corresponding discriminants, and their significance. All concepts are illustrated via an example. After completing this […]

## A Gentle Introduction to the Jacobian

In the literature, the term Jacobian is often interchangeably used to refer to both the Jacobian matrix or its determinant. Both the matrix and the determinant have useful and important applications: in machine learning, the Jacobian matrix aggregates the partial derivatives that are necessary for backpropagation; the determinant is useful in the process of changing […]

## Higher-Order Derivatives

Higher-order derivatives can capture information about a function that first-order derivatives on their own cannot capture. First-order derivatives can capture important information, such as the rate of change, but on their own they cannot distinguish between local minima or maxima, where the rate of change is zero for both. Several optimization algorithms address this limitation […]

## A Gentle Introduction To Gradient Descent Procedure

Gradient descent procedure is a method that holds paramount importance in machine learning. It is often used for minimizing error functions in classification and regression problems. It is also used in training neural networks, and deep learning architectures. In this tutorial, you will discover the gradient descent procedure. After completing this tutorial, you will know: […]

## A Gentle Introduction To Partial Derivatives and Gradient Vectors

Partial derivatives and gradient vectors are used very often in machine learning algorithms for finding the minimum or maximum of a function. Gradient vectors are used in the training of neural networks, logistic regression, and many other classification and regression problems. In this tutorial, you will discover partial derivatives and the gradient vector. After completing […]

## A Gentle Introduction To Vector Valued Functions

Vector valued functions are often encountered in machine learning, computer graphics and computer vision algorithms. They are particularly useful for defining the parametric equations of space curves. It is important to gain a basic understanding of vector valued functions to grasp more complex concepts. In this tutorial, you will discover what vector valued functions are, […]