Derivation of dz=da* g'(z) ? or dz= a- y? how is derivation of dz[1] and dz[2] different?

From which class do you get this? Can you share a link with us?

Regarding the explanation of the Chain Rule, it just needs your familiarity with Calculus. If you are not familiar with it, check this guide by Paul which refers to some other links.

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