Computing partial derivative of certain line integrals












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Consider a function F (think of neural networks) with two sets of parameters: (1) model parameters $mathbf{w}$, and (2) input data ${bf x} in {mathbb R}^d$. Fix $i in [d]$, consider the following path integral:



$$C_i({bf x}, {bf w}) = {bf x}_i int_0^1frac{partial F}{partial {bf x}_i}(alpha {bf x})dalpha $$



Basically, one can think of $C_i({bf x}, {bf w})$ as the "contribution" of the $i$-th dimension to the final output -- by integrating along a line from $bf 0$ to $bf x$.



My question is whether there are known methods (references, etc.) that give "backpropagation-like" algorithms for computing:



$$frac{partial C_i({bf x}, {bf w})}{partial {bf w}_i}$$



That is, basically I want to understand the first order information of the contribution of the $i$-th dimension w.r.t. ${bf w}_i$.



Thanks in advance for any insight.










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    0












    $begingroup$


    Consider a function F (think of neural networks) with two sets of parameters: (1) model parameters $mathbf{w}$, and (2) input data ${bf x} in {mathbb R}^d$. Fix $i in [d]$, consider the following path integral:



    $$C_i({bf x}, {bf w}) = {bf x}_i int_0^1frac{partial F}{partial {bf x}_i}(alpha {bf x})dalpha $$



    Basically, one can think of $C_i({bf x}, {bf w})$ as the "contribution" of the $i$-th dimension to the final output -- by integrating along a line from $bf 0$ to $bf x$.



    My question is whether there are known methods (references, etc.) that give "backpropagation-like" algorithms for computing:



    $$frac{partial C_i({bf x}, {bf w})}{partial {bf w}_i}$$



    That is, basically I want to understand the first order information of the contribution of the $i$-th dimension w.r.t. ${bf w}_i$.



    Thanks in advance for any insight.










    share|cite|improve this question









    $endgroup$















      0












      0








      0





      $begingroup$


      Consider a function F (think of neural networks) with two sets of parameters: (1) model parameters $mathbf{w}$, and (2) input data ${bf x} in {mathbb R}^d$. Fix $i in [d]$, consider the following path integral:



      $$C_i({bf x}, {bf w}) = {bf x}_i int_0^1frac{partial F}{partial {bf x}_i}(alpha {bf x})dalpha $$



      Basically, one can think of $C_i({bf x}, {bf w})$ as the "contribution" of the $i$-th dimension to the final output -- by integrating along a line from $bf 0$ to $bf x$.



      My question is whether there are known methods (references, etc.) that give "backpropagation-like" algorithms for computing:



      $$frac{partial C_i({bf x}, {bf w})}{partial {bf w}_i}$$



      That is, basically I want to understand the first order information of the contribution of the $i$-th dimension w.r.t. ${bf w}_i$.



      Thanks in advance for any insight.










      share|cite|improve this question









      $endgroup$




      Consider a function F (think of neural networks) with two sets of parameters: (1) model parameters $mathbf{w}$, and (2) input data ${bf x} in {mathbb R}^d$. Fix $i in [d]$, consider the following path integral:



      $$C_i({bf x}, {bf w}) = {bf x}_i int_0^1frac{partial F}{partial {bf x}_i}(alpha {bf x})dalpha $$



      Basically, one can think of $C_i({bf x}, {bf w})$ as the "contribution" of the $i$-th dimension to the final output -- by integrating along a line from $bf 0$ to $bf x$.



      My question is whether there are known methods (references, etc.) that give "backpropagation-like" algorithms for computing:



      $$frac{partial C_i({bf x}, {bf w})}{partial {bf w}_i}$$



      That is, basically I want to understand the first order information of the contribution of the $i$-th dimension w.r.t. ${bf w}_i$.



      Thanks in advance for any insight.







      partial-derivative computer-science machine-learning control-theory neural-networks






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      asked Dec 14 '18 at 16:06









      Xi WuXi Wu

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