Part of Advances in Neural Information Processing Systems 12 (NIPS 1999)
Gary Flake, Barak Pearlmutter
For many problems, the correct behavior of a model depends not only on its input-output mapping but also on properties of its Jacobian matrix, the matrix of partial derivatives of the model's outputs with respect to its in(cid:173) puts. We introduce the J-prop algorithm, an efficient general method for computing the exact partial derivatives of a variety of simple functions of the Jacobian of a model with respect to its free parameters. The algorithm applies to any parametrized feedforward model, including nonlinear re(cid:173) gression, multilayer perceptrons, and radial basis function networks.