Hi,

I was wondering if someone here had an answer to this unsolved question 
over in stack overflow:

https://stackoverflow.com/questions/37545325/theano-gradient-of-subtensor

Basically, how do you compute gradients w.r.t. a subtensor?

The question arises in the context of large tensors, say Y and X, where it 
is known that each entry in Y depends only on a small subset of the entries 
of X. Taking T.grad(Y, X) is computationally expensive since it will 
compute every possible gradient so one would like to be able to compute, 
e.g. T.grad(Y, X[i]) . Here is some basic code illustrating the problem.

X = T.matrix()
Y = T.sum(X**2)

full_grad = T.grad(Y, X) # This works

X0 = X[0]
test = T.grad(Y, X0) # This pukes a Disconnected Input error

Silencing the Disconnected Input can be done in grad, but of course, that 
doesn't solve anything, evaluating the gradients only results in a bunch of 
0s. So, is there a way of taking these gradients with respect to a 
subtensor?


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