As I understand it, Flux.jl does not support the calculation of higher-order derivatives as of yet (please correct me if I’m wrong). Are there any plans to support this in the future? I opened an issue a while back Flux.jl/issues/129 but it hasn’t generated any discussion. My use cases are two:
- Calculating Hessian-vector products see the issue for details
- Including gradient terms in a cost function (a regularization application)
If HOD are not on the Flux horizon, I would very much appreciate suggestions on manual workarounds (Reverse/ForwardDiff etc.) that could integrate with an existing Flux-based workflow.