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Higher order gradient calculation is required for many applications such as adaptive learning rate optimization [1], WWGAN-GAN GP network [2], network architecture search [3], etc. Implementing higher order gradient can help unlock these applications and improve the usability and popularity of Apache MXNet framework.
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[1] Forward and Reverse Gradient-Based Hyperparameter Optimization
[2] Improved Training of Wasserstein GANGANs
[3] Neural Architecture Search with Reinforcement Learning
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