I think this would be a great feature to add to MXNet and I would like to work 
to make this happen. I have the C++/Python skills to do but I am new to the 
MXNet backend. I think I can follow the examples of the existing operators that 
support higher order gradients, (transpose, *, exp). can some one experienced 
help me understand how to get started? maybe @ piiswrong? 

[ Full content available at: 
https://github.com/apache/incubator-mxnet/issues/10002 ]
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