THis is what I wrote there. I think theano-dev would be a better place to
continue this discussion:

The grad of gammaln use psi. But we didn't implement the grad of psi.

You can implement the method grad() of the class Psi in the file
theano/scalar/basic_scipy.py. This would make this case work.

This page of the documentation explain how to add a new Op in Theano and
explain how to implement the grad() method:
http://deeplearning.net/software/theano/extending/extending_theano.html

If you need help implementing this, using theano-dev mailing list is better
suited then stackoverflow for ongoing discussion.

If you do it, it would be a great contribution to Theano.


On Wed, Feb 1, 2017 at 1:24 PM David Knowles <[email protected]> wrote:

>
> http://stackoverflow.com/questions/41986934/is-it-possible-to-get-the-hessian-through-a-gamma-function-in-theano
>
> Unfortunately it's probably non-negligible work to add this?
>
> Thanks,
>
> David.
>
> --
> David A. Knowles,
> Stanford University.
> E-mail: [email protected]
> Web: http://cs.stanford.edu/~davidknowles/
>
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