Dear Community, Higher order gradient calculation is required for many applications. However, current MXNet only support higher order gradient for a very limited number of operators.
We plan to support the higher order gradient calculation in the autograd package. A design proposal is ready for review: https://cwiki.apache.org/confluence/display/MXNET/Higher+Order+Gradient+Calculation We will appreciate any help and feedbacks from the community. Cheers! Lin