Local Derivatives
A local derivative describes one operation, not the whole model.
For:
u = 2x
L = u^2
the local derivatives are:
du/dx = 2
dL/du = 2u
The total derivative follows by chain rule:
dL/dx = dL/du * du/dx
If x = 3, then:
u = 2x = 6
dL/du = 2u = 12
du/dx = 2
dL/dx = 12 x 2 = 24
Autodiff works by combining many local derivatives like this.
Exercise: Compute local derivative
If u = 4x, what is du/dx?
Compute it first, then check your number.
HintCoefficient
The derivative of 4x with respect to x is the coefficient.
SolutionWork it out
du/dx = d(4x)/dx = 4.
Exercise: Apply chain rule
If dL/du = 5 and du/dx = 4, what is dL/dx?
Compute it first, then check your number.
HintMultiply local pieces
Chain rule multiplies these derivatives.
SolutionWork it out
dL/dx = dL/du * du/dx = 5 x 4 = 20.