Gradient, Jacobian, and Hessian Explained in One Go

techNmak · x · 2026-07-16

This in-depth post uses a unified framework to explain the three most common differentiation objects when training AI models: - **Gradient**: The first derivative of a scalar function, answering "which direction changes the fastest." In optimization, gradient descent involves moving in the opposite direction of the gradient. - **Jacobian**: The first derivative matrix of a vector-valued function, describing how input changes affect multiple outputs. In automatic differentiation, it corresponds to the forward-mode Jacobian-vector product and the reverse-mode vector-Jacobian product. - **Hessian**: The second derivative matrix of a scalar function, describing curvature. At critical points, it can be used to determine whether a point is a local minimum, maximum, or a saddle point. The author concludes with an intuitive summary: the gradient shows direction, the Jacobian shows sensitivity, and the Hessian shows curvature; essentially, the Hessian is the Jacobian of the gradient.

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