Why take the gradient of the moments (mean and variance) when using Batch Normalization in a Neural Network?

When doing Batch Normalization (BN) it makes sense to me to treat the BN transform as a layer that we need to do back propagatiod and thus have derivatives to update its parameters (for each layer) the scale $\gamma^{(k)}$ and shift $\beta^{(k)}$.

However, what does not make sense to me is why we would need the derivates of the moments (mean $\mu$ and variance $\sigma$) using gradient descent. This is clearly reflected in the paper (but not explained clearly) when they even have derivatives with respect to these two quantities on page 4:

$$\frac{\partial l}{\partial \sigma^2_{\mathcal{B}}} = \sum^{m}_{i=1} \frac{\partial \mathcal{l}}{\partial \hat x_i} \cdot (x_i - \mu_{\mathcal{B}} ) \cdot \frac{-1}{2} ( \sigma^2_{\mathcal{B}} + \epsilon )^{-\frac{3}{2}}$$

$$\frac{\partial l}{\partial \mu_{\mathcal{B}}} = \left(\sum^{m}_{i=1} \frac{\partial \mathcal{l}}{\partial \hat x_i} \cdot \frac{-1}{\sqrt{\sigma_{\mathcal{B}}^2 + \epsilon }} \right) + \frac{\partial l}{\partial \sigma^2_{\mathcal{B}}} \cdot \frac{ \sum^m_{i=1} -2 (x_i - \mu_{\mathcal{B}} }{m} )$$

The thing that is specifically confusing me is that I thought the means and standard deviations were constant during a specific epoch of training (so their derivatives should be zero. I thought that because the original paper said:

we make the second simplification: since we use mini-batches in stochastic gradient training, each mini-batch produces estimates of the mean and variance of each activation.

Furthermore, in their pseudocode they even compute the (moments) mean and variance according to the current batch: which further confuses me why there would even be any derivatives with respect to such quantities.

Furthermore, they seem to be the population mean and variance during inference, which makes me further suspect that the moments (mean and variance) should be not be variables. Are they parameters, variables or constants? Someone knows?

2: Ioffe S. and Szegedy C. (2015),
"Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift",
Proceedings of the 32nd International Conference on Machine Learning, Lille, France, 2015.
Journal of Machine Learning Research: W&CP volume 37

Derivatives of the moments are used for backpropagation.

Along the two derivatives of the moments on page 4, it gives the derivatives with respect to the input, which makes use of the derivative of the moments, $$\frac{\partial l}{\partial x}=\frac{\partial l}{\partial \hat{x}}\cdot\frac{1}{\sqrt{\sigma^2+\epsilon}}+\frac{\partial l}{\partial \sigma^2}\cdot\frac{2(x-\mu)}{m}+\frac{\partial l}{\partial \mu}\cdot\frac{1}{m},$$ which will be used for computing the derivatives of the parameters in previous layers by the chain rule.

IMO, the moments are not treated as parameters nor constants, they can be thought of as some intermediate results of computing the output of the layer.

• the fact that the input derivatives requires the moment derivatives doesn't justify for me that these derivatives should exist at all. Clearly, since I don't understand why we'd take derivatives with respect to them, it doesn't make sense to use them at all (at least to me). Thats the thing I don't understand. – Pinocchio Jun 13 '16 at 4:01
• @Pinocchio Just think of the layer as a funtion $f(x)$, in order to do backpropagation we need $\frac{\partial l}{\partial x}$ no matter whats happening in $f(x)$. So if $f(x)$ involves computing the mean and variance, we need the corresponding derivatives as well. – dontloo Jun 13 '16 at 5:38
• but aren't the moments constants? They depend only on a specific batch. The data is a constant not a variable and hence the moment are constant. I assume this logic is wrong though I can't see the flaw in it. – Pinocchio Jul 8 '16 at 17:16
• @Pinocchio hmm, as you said the constants are dependent of the input batch and the network parameters, if the input batch is different or the parameters get updated, the constants won't be the same, so I guess we can think of the constants as a function of the input and parameters. – dontloo Jul 9 '16 at 2:22

There's no reason for the moments to be thought of as constants. The quote

we make the second simplification: since we use mini-batches in stochastic gradient training, each mini-batch produces estimates of the mean and variance of each activation.

doesn't imply that they are constant, it just makes them scalars.

Another way to look at it is that there are constant only for a mini-batch (but so are the input and the output!). Furthermore, the output (and therefore the loss) is dependant on the change from mini batch to mini batch, and thus the derivative is logically non-zero.

As an aside, these quantities are only used to calculate the gradient towards inputs, as mentioned by @dontloo .

As for your last question, they're variables, but completely tied to the input variables and the network's parameters. (Not only the input variables due to batch normalization being appliable (and mostly interesting) in-network)

• so it means that when we take derivatives across BN layer we also take derivatives of the moments because they interact with the parameters, so thats what it means to take derivatives across the BN layer? – Pinocchio Sep 9 '16 at 21:32
• That's more the reason they exist. We take them solely because they are needed to calculate the derivative of the loss respective to the original input of the layer. (Note that this kind of consideration gets magically waved away once you factor in automatic differentiation) – Jenkar Sep 10 '16 at 18:42