The Chain Rule

In this video we discuss the Chain Rule and its formulation and relationship to the Jacobian matrix. We start by introducing the concept of composite functions and examine how they can be used to calculate the derivative of a simple scalar function. We then extend this idea to vector valued functions and demonstrate how the Chain Rule is related to the gradient/Jacobian of a function

Topics and timestamps:
0:00 – Introduction
4:06 – Single input single output function
16:26 – Multiple input single output function
19:52 – Formulation as a composite function
36:25 – Relationship to Jacobian matrix
40:05 – Multiple input multiple output function

Lecture notes and code can be downloaded from https://github.com/clum/YouTube/tree/...

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