what is the chain rule ? consider the function y = m * x +b i am going to work on the function which we can use for our machine learning problems . consider a loss function h = [y - y_hat] ^2 which is also called mean square error y - dependent on x y_hat - predicted value h = called loss so why again two functions , ok h = [m * x +b - y_hat]^2 looks complicated right ,this is where we will use the chain rule ,how then ? say partial derivative of m , b are [1] dy /dm = x , dy/db = 1 do a substitution for h = u^2 , u = [y- y_hat] [2] dh/du = 2u = 2 * (y - y_hat) du/dy = 1 so dh/dy = dh/du * du /dy --------[ chain rule] = 2 * (y - y_hat) *1 dh/dy = 2 * (y - y_hat) so what is partial derivative of dh/dm and dh/db then ? chain rule again from 1 and 2 dh/dm = dh/dy * dy/dm [3] dh/dm = 2 * (y - y_hat) * x dh/db = dh/dy * dy/db [4] dh/db = 2 * (y - y_hat) ...
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