Training spiking neural networks to approximate complex functions is essential for studying information processing in the brain and neuromorphic computing. Yet, the binary nature of spikes constitutes a challenge for direct gradient-based training. To sidestep this problem, surrogate gradients have proven empirically successful, but their theoretical foundation remains elusive. Here, we investigate the relation of surrogate gradients to two theoretically well-founded approaches. On the one hand, we consider smoothed probabilistic models, which, due to lack of support for automatic differentiation, are impractical for training deep spiking neural networks, yet provide gradients equivalent to surrogate gradients in single neurons. On the other hand, we examine stochastic automatic differentiation, which is compatible with discrete randomness but has never been applied to spiking neural network training. We find that the latter provides the missing theoretical basis for surrogate gradients in stochastic spiking neural networks. We further show that surrogate gradients in deterministic networks correspond to a particular asymptotic case and numerically confirm the effectiveness of surrogate gradients in stochastic multi-layer spiking neural networks. Finally, we illustrate that surrogate gradients are not conservative fields and, thus, not gradients of a surrogate loss. Our work provides the missing theoretical foundation for surrogate gradients and an analytically well-founded solution for end-to-end training of stochastic spiking neural networks.
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