Natural Language Processing

with Deep Learning

CS224N/Ling284

Christopher Manning
Lecture 3: Neural net learning: Gradients by hand (matrix calculus)
and algorithmically (the backpropagation algorithm)
Named Entity Recognition (NER)
• The task: find and classify names in text, for example:

Last night , Paris Hilton wowed in a sequin gown .

PER PER
Samuel Quinn was arrested in the Hilton Hotel in Paris in April 1989 .
PER PER LOC LOC LOC DATE DATE

• Possible uses:
• Tracking mentions of particular entities in documents
• For question answering, answers are usually named entities
• Often followed by Named Entity Linking/Canonicalization into Knowledge Base

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Simple NER: Window classification using binary logistic classifier
• Idea: classify each word in its context window of neighboring words
• Train logistic classifier on hand-labeled data to classify center word {yes/no} for each
class based on a concatenation of word vectors in a window
• Really, we usually use multi-class softmax, but trying to keep it simple J
• Example: Classify “Paris” as +/– location in context of sentence with window length 2:

the museums in Paris are amazing to see .

Xwindow = [ xmuseums xin xParis xare xamazing ]T

• Resulting vector xwindow = x ∈ R5d , a column vector!

• To classify all words: run classifier for each class on the vector centered on each word
in the sentence
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 NER: Binary classification for center word being location

• We do supervised training and want high score if it’s a location

1
𝐽! 𝜃 = 𝜎 𝑠 =
1 + 𝑒 "#
predicted model
probability of class

x = [ xmuseums xin xParis xare xamazing ]

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Remember: Stochastic Gradient Descent
Update equation:

𝛼 = step size or learning rate

+, -
i.e., for each parameter: 𝜃$%&' = 𝜃$()* −𝛼
+-!"#$

In deep learning, we update the data representation (e.g., word vectors) too!

How can we compute ∇- 𝐽(𝜃)?

1. By hand
2. Algorithmically: the backpropagation algorithm
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Lecture Plan
Lecture 4: Gradients by hand and algorithmically
1. Introduction (5 mins)
2. Matrix calculus (40 mins)
3. Backpropagation (35 mins)

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Computing Gradients by Hand
• Matrix calculus: Fully vectorized gradients
• “Multivariable calculus is just like single-variable calculus if you use matrices”
• Much faster and more useful than non-vectorized gradients
• But doing a non-vectorized gradient can be good for intuition; recall the first
lecture for an example
• Lecture notes and matrix calculus notes cover this material in more detail
• You might also review Math 51, which has a new online textbook:
http://web.stanford.edu/class/math51/textbook.html
or maybe you’re luckier if you did Engr 108

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Gradients
• Given a function with 1 output and 1 input
𝑓 𝑥 = 𝑥.
• It’s gradient (slope) is its derivative
*/
*0
= 3𝑥 1
“How much will the output change if we change the input a bit?”
At x = 1 it changes about 3 times as much: 1.013 = 1.03
At x = 4 it changes about 48 times as much: 4.013 = 64.48

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Gradients
• Given a function with 1 output and n inputs

• Its gradient is a vector of partial derivatives with

respect to each input

10
Jacobian Matrix: Generalization of the Gradient
• Given a function with m outputs and n inputs

• It’s Jacobian is an m x n matrix of partial derivatives

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Chain Rule
• For composition of one-variable functions: multiply derivatives

• For multiple variables at once: multiply Jacobians

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Example Jacobian: Elementwise activation Function

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Example Jacobian: Elementwise activation Function

Function has n outputs and n inputs → n by n Jacobian

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Example Jacobian: Elementwise activation Function

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Example Jacobian: Elementwise activation Function

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Example Jacobian: Elementwise activation Function

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Other Jacobians

• Compute these at home for practice!

• Check your answers with the lecture notes
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Other Jacobians

• Compute these at home for practice!

• Check your answers with the lecture notes
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Other Jacobians

Fine print: This is the correct Jacobian.

Later we discuss the “shape convention”;
using it the answer would be h.

• Compute these at home for practice!

• Check your answers with the lecture notes
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Other Jacobians

• Compute these at home for practice!

• Check your answers with the lecture notes

21
Back to our Neural Net!

x = [ xmuseums xin xParis xare xamazing ]

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Back to our Neural Net!
• Let’s find
• Really, we care about the gradient of the loss Jt but we
will compute the gradient of the score for simplicity

x = [ xmuseums xin xParis xare xamazing ]

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1. Break up equations into simple pieces

Carefully define your variables and keep track of their dimensionality!

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2. Apply the chain rule

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2. Apply the chain rule

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2. Apply the chain rule

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2. Apply the chain rule

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3. Write out the Jacobians

Useful Jacobians from previous slide

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3. Write out the Jacobians

𝒖!

Useful Jacobians from previous slide

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3. Write out the Jacobians

𝒖!

Useful Jacobians from previous slide

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3. Write out the Jacobians

𝒖!

Useful Jacobians from previous slide

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3. Write out the Jacobians

𝒖!
𝒖!
Useful Jacobians from previous slide

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Re-using Computation

• Suppose we now want to compute

• Using the chain rule again:

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Re-using Computation

• Suppose we now want to compute

• Using the chain rule again:

The same! Let’s avoid duplicated computation …

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Re-using Computation

• Suppose we now want to compute

• Using the chain rule again:

𝒖!

𝛿 is the local error signal

36
Derivative with respect to Matrix: Output shape

• What does look like?

• 1 output, nm inputs: 1 by nm Jacobian?
• Inconvenient to then do

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Derivative with respect to Matrix: Output shape

• What does look like?

• 1 output, nm inputs: 1 by nm Jacobian?
• Inconvenient to then do

• Instead, we leave pure math and use the shape convention:

the shape of the gradient is the shape of the parameters!

• So is n by m:

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Derivative with respect to Matrix

• What is
• is going to be in our answer
• The other term should be because

• Answer is:

𝛿 is local error signal at 𝑧

𝑥 is local input signal

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Deriving local input gradient in backprop
"𝒛
• For "𝑾 in our equation:
𝜕𝑠 𝜕𝒛 𝜕
=𝜹 =𝜹 (𝑾𝒙 + 𝒃)
𝜕𝑾 𝜕𝑾 𝜕𝑾
• Let’s consider the derivative of a single weight Wij
• Wij only contributes to zi u2
• For example: W23 is only
s
used to compute z2 not z1 f(z1)= h1 h2 =f(z2)

W23
𝜕𝑧2 𝜕
= 𝑾23 𝒙 + 𝑏2 b2
𝜕𝑊2$ 𝜕𝑊2$
+
= ∑*567 𝑊25 𝑥5 = 𝑥$ x1 x2 x3 +1
+4%!
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Why the Transposes?

• Hacky answer: this makes the dimensions work out!

• Useful trick for checking your work!
• Full explanation in the lecture notes
• Each input goes to each output – you want to get outer product
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What shape should derivatives be?

• Similarly, is a row vector

• But shape convention says our gradient should be a column vector because b is
a column vector …

• Disagreement between Jacobian form (which makes the chain rule

easy) and the shape convention (which makes implementing SGD easy)
• We expect answers in the assignment to follow the shape convention
• But Jacobian form is useful for computing the answers

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What shape should derivatives be?
Two options:
1. Use Jacobian form as much as possible, reshape to
follow the shape convention at the end:
• What we just did. But at the end transpose to make the
derivative a column vector, resulting in

2. Always follow the shape convention

• Look at dimensions to figure out when to transpose and/or
reorder terms
• The error message 𝜹 that arrives at a hidden layer has the
same dimensionality as that hidden layer

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3. Backpropagation

We’ve almost shown you backpropagation

It’s taking derivatives and using the (generalized, multivariate, or matrix)
chain rule
Other trick:
We re-use derivatives computed for higher layers in computing
derivatives for lower layers to minimize computation

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Computation Graphs and Backpropagation
• Software represents our neural
net equations as a graph
• Source nodes: inputs
• Interior nodes: operations

Ÿ + Ÿ

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Computation Graphs and Backpropagation
• Software represents our neural
net equations as a graph
• Source nodes: inputs
• Interior nodes: operations
• Edges pass along result of the
operation

Ÿ + Ÿ

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Computation Graphs and Backpropagation
• Software represents our neural
net equations as a graph
• Source nodes: inputs
• “Forward Propagation”
Interior nodes: operations
• Edges pass along result of the
operation

Ÿ + Ÿ

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Backpropagation
• Then go backwards along edges
• Pass along gradients

Ÿ + Ÿ

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Backpropagation: Single Node
• Node receives an “upstream gradient”
• Goal is to pass on the correct
“downstream gradient”

Downstream Upstream
49 gradient gradient
Backpropagation: Single Node

• Each node has a local gradient

• The gradient of its output with
respect to its input

Downstream Local Upstream

50 gradient gradient gradient
Backpropagation: Single Node

• Each node has a local gradient

• The gradient of its output with
respect to its input

Chain
rule!
Downstream Local Upstream
51 gradient gradient gradient
Backpropagation: Single Node

• Each node has a local gradient

• The gradient of its output with
respect to its input

• [downstream gradient] = [upstream gradient] x [local gradient]

Downstream Local Upstream

52 gradient gradient gradient
Backpropagation: Single Node
• What about nodes with multiple inputs?

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Backpropagation: Single Node
• Multiple inputs → multiple local gradients

Downstream Local Upstream

gradients gradients gradient
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An Example

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An Example

Forward prop steps

*
max

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An Example

Forward prop steps

2
+ 3

6
2 *
2
max
0
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An Example

Forward prop steps Local gradients

2
+ 3

6
2 *
2
max
0
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An Example

Forward prop steps Local gradients

2
+ 3

6
2 *
2
max
0
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An Example

Forward prop steps Local gradients

2
+ 3

6
2 *
2
max
0
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An Example

Forward prop steps Local gradients

2
+ 3

6
2 *
2
max
0
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An Example

Forward prop steps Local gradients

2
+ 3
1*2 = 2 6
2 * 1
2
max 1*3 = 3
0
upstream * local = downstream
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An Example

Forward prop steps Local gradients

2
+ 3
2
6
2 * 1
2
3*1 = 3
max 3
0
3*0 = 0 upstream * local = downstream
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An Example

Forward prop steps Local gradients

1
2*1 = 2
2
+ 3
2
2*1 = 2 6
2 * 1
2
3
max 3
0
0 upstream * local = downstream
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An Example

Forward prop steps Local gradients

1
2
2
+ 3
2
2 6
2 * 1
2
3
max 3
0
0
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Gradients sum at outward branches

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Gradients sum at outward branches

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Node Intuitions

• + “distributes” the upstream gradient to each summand

1
2
2
+ 3
2
2 6
2 * 1
2
max
0
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Node Intuitions

• + “distributes” the upstream gradient to each summand

• max “routes” the upstream gradient

2
+ 3

6
2 * 1
2
3
max 3
0
0
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Node Intuitions

• + “distributes” the upstream gradient

• max “routes” the upstream gradient
• * “switches” the upstream gradient

2
+ 3
2
6
2 * 1
2
max 3
0
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Efficiency: compute all gradients at once
• Incorrect way of doing backprop:
• First compute

* + Ÿ

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Efficiency: compute all gradients at once
• Incorrect way of doing backprop:
• First compute
• Then independently compute
• Duplicated computation!

* + Ÿ

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Efficiency: compute all gradients at once
• Correct way:
• Compute all the gradients at once
• Analogous to using 𝜹 when we
computed gradients by hand

* + Ÿ

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Back-Prop in General Computation Graph
1. Fprop: visit nodes in topological sort order
Single scalar output - Compute value of node given predecessors
2. Bprop:
- initialize output gradient = 1
… - visit nodes in reverse order:
Compute gradient wrt each node using
gradient wrt successors
… = successors of

Done correctly, big O() complexity of fprop and

bprop is the same
… In general, our nets have regular layer-structure
and so we can use matrices and Jacobians…
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Automatic Differentiation

• The gradient computation can be

automatically inferred from the symbolic
expression of the fprop
• Each node type needs to know how to
compute its output and how to compute
the gradient wrt its inputs given the
gradient wrt its output
• Modern DL frameworks (Tensorflow,
PyTorch, etc.) do backpropagation for
you but mainly leave layer/node writer
to hand-calculate the local derivative
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Backprop Implementations

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Implementation: forward/backward API

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Implementation: forward/backward API

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Manual Gradient checking: Numeric Gradient

• For small h (≈ 1e-4),

• Easy to implement correctly
• But approximate and very slow:
• You have to recompute f for every parameter of our model

• Useful for checking your implementation

• In the old days, we hand-wrote everything, doing this everywhere was the key test
• Now much less needed; you can use it to check layers are correctly implemented

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Summary

We’ve mastered the core technology of neural nets! 🎉

• Backpropagation: recursively (and hence efficiently) apply the chain rule

along computation graph
• [downstream gradient] = [upstream gradient] x [local gradient]

• Forward pass: compute results of operations and save intermediate

values
• Backward pass: apply chain rule to compute gradients
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Why learn all these details about gradients?
• Modern deep learning frameworks compute gradients for you!
• Come to the PyTorch introduction this Friday!

• But why take a class on compilers or systems when they are implemented for you?
• Understanding what is going on under the hood is useful!

• Backpropagation doesn’t always work perfectly

• Understanding why is crucial for debugging and improving models
• See Karpathy article (in syllabus):
• https://medium.com/@karpathy/yes-you-should-understand-backprop-e2f06eab496b
• Example in future lecture: exploding and vanishing gradients

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