I have been reading the Deep Learning book by Ian Goodfellow and it mentions in Section 6.5.7 that
The main memory cost of the algorithm is that we need to store the input to the nonlinearity of the hidden layer.
I understand that backprop stores the gradients in a similar fashion to dynamic programming so not to recompute them. But I am confused as to why it stores the input as well?
Backpropagation is a special case of reverse mode automatic differentiation (AD). In contrast to the forward mode, the reverse mode has the major advantage that you can compute the derivative of an output w.r.t. all inputs of a computation in one pass.
However, the downside is that you need to store all intermediate results of the algorithm you want to differentiate in a suitable data structure (like a graph or a Wengert tape) for as long as you are computing its Jacobian with reverse mode AD, because you're basically "working your way backwards" through the algorithm.
Forward mode AD does not have this disadvantage, but you need to repeat its calculation for every input, so it only makes sense if your algorithm has a lot more output variables than input variables.