Training the network with some batch size - code
That part of the code will select the samples that belong to a specific batch. The for loop first loops over the data in train_X in steps of BATCH_SIZE, which means that the variable i holds the first index for each batch in the training dataset. The rest of the samples for the batch are then the ones after that index up to the sample which completes the batch. This is done using train_X[i:i+BATCH_SIZE].