Building up from what you know
It’s the ordinary derivative — the same “nudge the input, watch the output move” idea — grown up to handle vectors going in and vectors coming out.
You already know the ordinary derivative. If f(x) = x², then f′(x) = 2x. That derivative answers exactly one question:
If I nudge the input a tiny bit, how much does the output move — and in which direction?
At x = 3, we get f′(3) = 6. Read that as: near x = 3, push the input up by a tiny amount ε and the output rises by about 6ε. The derivative is a local multiplier — the best straight-line stand-in for a curved function, right at one point.
That’s the whole seed. Everything below is this one idea, generalized. Drag the nudge and watch it:
The curve is f(x) = x². The straight line is its derivative at the dot — the function’s best linear impersonation there. Move the input nudge; the output response is the multiplier times the nudge.
An ordinary function takes one number in and gives one number out. But most interesting functions — including a layer of a neural network — take a whole vector in and hand back a vector.
Say a function F takes a 3-dimensional input (x₁, x₂, x₃) and produces a 2-dimensional output (y₁, y₂).
Now “the derivative” is trickier, because there are many directions to nudge and many outputs to watch. So the honest question splits into many copies of the same question:
If I nudge input component xj, how much does output component yi move?
There’s one such number for every pairing of an output with an input. Here that’s 2 outputs × 3 inputs = 6 numbers. Each one is a partial derivative, written ∂yi / ∂xj — “how yi responds to xj, holding the others still.”
Arrange the six numbers in a matrix. Row = which output. Column = which input. That grid is the Jacobian:
Jacobian of F, evaluated at a point
rows → 2 outputs • columns → 3 inputs • shape = 2 × 3
That’s the entire definition. A Jacobian is the derivative when both the input and the output are vectors: a matrix of “how does each output respond to each input,” evaluated at one point. The top-left entry, for instance, is how y₁ responds to x₁.
Same punchline as the 1-D derivative. For a small input nudge Δx (now itself a vector), the output moves by:
Best local linear approximation
Δy ≈ J Δx
Zoom in close enough to a point and the messy nonlinear F simply acts like multiplication by the matrix J. So the Jacobian tells you precisely how the function stretches, rotates, and squishes input-space in the neighborhood of that point. One matrix, standing in for the whole tangled function — locally.
The whole paper rides on this, so let’s make sure it landed. Answer in your head, then reveal.
Check 1 — shape
If F maps a 5-dimensional input to a 3-dimensional output, what is the shape (rows × columns) of its Jacobian?
3 × 5 — three rows (one per output component), five columns (one per input component). The rule is always outputs × inputs, in that order. So it holds 15 partial derivatives.
Check 2 — meaning of one entry
In that same 3×5 Jacobian, what does the entry in row 2, column 4 tell you?
It is ∂y₂ / ∂x₄: how much the 2nd output component moves when you nudge the 4th input component (holding the other inputs fixed). Row picks the output; column picks the input.