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A ReLU kink has no classical backpropagated derivative

Example

Let r(u)=max⁡{0,u}, with r(0)=0, and consider the one-step scalar objective J(θ)=r(θ) represented by initial state h0(θ)=θ, transition h1=r(h0), and loss ℓ(θ,h1)=h1. The ReLU transition is C1 on each of the open regions u<0 and u>0, with its value specified at u=0. At θ=0, J has no classical derivative, and the stated forward-, reverse-, and recurrence-backpropagation procedures return NONDIFFERENTIABLE with no tangent or gradient rather than selecting a subgradient.

Facts & Assumptions

Given: The one-step graph at θ=0 with ReLU transition r(u)=max⁡{0,u}.

[F1]

Finite straight-line computational programs and real-arithmetic tapes: for a piecewise-C1 primitive, a branch-boundary input returns NONDIFFERENTIABLE; the definition does not silently choose a subgradient or generalized derivative.

[F2]

Backpropagation through a finite shared-parameter recurrence: on a piecewise-C1 map the recurrence procedure uses a derivative only on a unique strict active branch and returns NONDIFFERENTIABLE at a boundary.

[F3]

Forward-mode automatic differentiation on a finite computational graph: a forward-mode input on a branch boundary returns NONDIFFERENTIABLE and no tangent.

[F4]

Reverse-mode automatic differentiation for a scalar graph output: a reverse-mode input on a branch boundary returns NONDIFFERENTIABLE and no gradient.

Verification

1.1givenchoosealgebra

Since J(0)=0, for every h<0 the difference quotient (J(h)−J(0))/h equals 0, while for every h>0 it equals 1. The two one-sided limits differ, so J is not differentiable at 0.

1.2F1given

The executed ReLU primitive receives h0=0, the boundary between its u<0 and u>0 branches. By [F1] this input has no selected strict branch.

2.1F2F3step 1.2

At that boundary, the recurrence procedure in [F2] and the forward procedure in [F3] both return NONDIFFERENTIABLE and no derivative value.

2.2F4step 1.2

The reverse procedure in [F4] also returns NONDIFFERENTIABLE and no gradient at this boundary.

3.1step 1.1step 2.1step 2.2∎

This boundary status agrees with step 1.1: there is no classical derivative for these procedures to propagate, and their specified output does not invent one.

Depends on

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