ThomasDelteil opened a new issue #14391: as_in_context() does not copy the 
gradient to the new context
URL: https://github.com/apache/incubator-mxnet/issues/14391
 
 
   I think it should copy the gradient as well automatically?
   
   ```python
   ctx = mx.cpu()
   a = mx.nd.ones((10,10), ctx=ctx)
   a.attach_grad()
   print(a.context)
   print(a.grad.context)
   ctx = mx.gpu()
   a = a.as_in_context(ctx)
   print(a.context)
   print(a.grad.context)
   ```
   
   ```
   cpu(0)
   cpu(0)
   gpu(0)
   ---------------------------------------------------------------------------
   AttributeError                            Traceback (most recent call last)
   <ipython-input-16-deab22190603> in <module>()
         5 ctx = mx.gpu()
         6 a = a.as_in_context(ctx)
   ----> 7 print(a.context, a.grad.context)
   
   AttributeError: 'NoneType' object has no attribute 'context'
   ```

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