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Implement gradient of SVD #56

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ricardoV94 opened this issue Nov 29, 2022 · 0 comments · Fixed by #614
Closed

Implement gradient of SVD #56

ricardoV94 opened this issue Nov 29, 2022 · 0 comments · Fixed by #614
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enhancement New feature or request gradients

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@ricardoV94
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ricardoV94 commented Nov 29, 2022 •
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Please describe the purpose of filing this issue

Would be a nice addition

import pytensor.tensor as pt
x = pt.matrix("x")
y = pt.linalg.svd(x, compute_uv=False)
y_grad = pt.grad(y.sum(), x)  # NotImplementedError

Some code can be found in old Theano issues:

More context in aesara-devs/aesara#836
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Implement gradient for SVD jessegrabowski/pytensor
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