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Equations · Calculus and analysis

Chain rule

How to differentiate a function of a function: the outer derivative times the inner one.

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d/dx f(g(x)) = f′(g(x)) g′(x)

Aethel says

the derivative with respect to x of f of g of x, equals f prime of g of x, times g prime of x

What it says

When one quantity depends on a second, which depends on a third, the rates multiply. Differentiate the outer function at the inner one, then multiply by the derivative of the inner function.

Backpropagation in neural networks is the chain rule applied layer by layer.

Symbol by symbol

SymbolSay itMeans
d/dxd by d x, or the derivative with respect to x ofthe rate of change with respect to x
f(g(x))f of g of xf applied to the output of g
′primethe derivative of the function it follows

More on′Prime

Where you meet it

Calculus courses and the training of every neural network.

Questions

How do you say Chain rule out loud?

d/dx f(g(x)) = f′(g(x)) g′(x) is read: “the derivative with respect to x of f of g of x, equals f prime of g of x, times g prime of x.” That is exactly what Aethel says when it meets the formula in a book.

What does d/dx mean in Chain rule?

d/dx (said “d by d x, or the derivative with respect to x of”) is the rate of change with respect to x.

What does f(g(x)) mean in Chain rule?

f(g(x)) (said “f of g of x”) is f applied to the output of g.

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