Jacobians
The Jacobian has entry (i,j) equal to the partial derivative of output i with respect to input j.
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01The Jacobian is a table of local sensitivities for a function with several outputs#
The Jacobian is a table of local sensitivities for a function with several outputs. Each output gets a row; each input gets a column. Where the gradient handles one scalar output, this table handles a whole output vector.
For a system with two input settings and three sensor outputs, the Jacobian has three rows and two columns. Entry records how output changes when input changes, with the other inputs held fixed. The shape is a useful check before any arithmetic.
A vector map has several outputs. For , collect each output’s partials into a row.
We use output rows and input columns. Entry differentiates output in input . A map from inputs to outputs has an Jacobian.
For , handle output 1 first. Its derivative in is , and in is 1. Output 2 has derivatives and . Keep the order: rows and . Only then substitute a requested input into all four entries.
. Give as ordered rows.
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Output 2 gives .
02For F(x,y)=(x^2+y,xy), the first output gives (2x,1)#
For , the first output gives . The second gives . Keep all four entries.
. Repair an omitted output 3. Give the ordered rows of .
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Keep all three output rows.
03Evaluate every entry at the same input#
Evaluate every entry at the same input. For at , substitute into the full matrix.
. At , give the ordered rows of .
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Differentiate in a, then b.
04A closer look#
If a differentiable system’s inputs change by a small vector , its output change is approximately . The Jacobian is therefore a local linear model of the system. Backpropagation uses these local sensitivities to connect changes across multiple operations.
Outputs choose rows; inputs choose columns.
- Construct the Jacobian of a vector-valued map.
Further questions
Is a scalar gradient the same shape?
Sources & further reading
- [1]MIT 18.S096, Lecture 1–2: Derivatives as Linear Operators ↗MIT OpenCourseWare · Course