+2. While forward-over-reverse is often the most efficient way to obtain Hessians or Jacobian–vector products, our implementation currently supports reverse-over-reverse only. This means higher-order derivatives are available, but at a higher computational cost.It is possible to compute higher order derivatives by applying reverse mode over reverse mode differentiation. The backward function builds a new computational tape over the gradient computation. This approach is conceptually sound, but it can become computationally expensive very quickly. Forward mode autodiff is generally preferrable when computing higher order derivatives.
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