An exponential linear unit (as proposed by Clevert et al.) uses the function:
\begin{align} \text{ELU}_\alpha(x) = \begin{cases} \alpha(e^x - 1), &\text{if } x < 0\\ x, \text{if} &\text{if } x \geq 0\\ \end{cases} \end{align}
Here's a picture.
Now, this is continuous at $x=0$, which is great. It's differentiable there too if $\alpha=1$, which is the value that the paper used to test ELU units.
But if $\alpha \neq $ (as in the above diagram), then it's no longer differentiable at $x=0$. It has a crook in it, which seems weird to me. Having your function be differentiable at all points seems advantageous. Further, it seems that, if you just make the linear portion evaluate to $\alpha x$ rather than $x$, it would be differentiable there.
Is there a reason that the function wasn't defined to do this? Or did they not bother, because $\alpha = 1$ is definitely the hyperparameter to use?