Mathematics for Machine Learning, Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong, 2020 (Cambridge University Press) - Provides a foundation in calculus necessary for machine learning, with a dedicated section explaining derivatives and the chain rule.
Deep Learning, Ian Goodfellow, Yoshua Bengio, and Aaron Courville, 2016 (MIT Press) - Foundational textbook on deep learning that explains the role of the chain rule as the mathematical basis for backpropagation in neural networks.
18.01SC Single Variable Calculus, Massachusetts Institute of Technology (MIT), 2010 (Massachusetts Institute of Technology) - An authoritative online course providing video lectures, notes, and exercises on single-variable calculus, including a detailed treatment of the chain rule.