Hi,
I’m afraid we don’t have an integrate functionality in pytorch. So no autograd one either.
A quick look at scipy integrate looks like it is going to be quite significant work to port it as pytorch ops.
That being said, if the derivative formula can be written, writing a custom autograd.Function to support these would be easy. We would then be able to use scipy_integrate for the forward and just need to write the backward (potentially using scipy_integrate as well). I would be happy to help you write that if you want to go down that path.
Otherwise, manually implementing an approximation method would work. But the autodiff of the whole approximation method might not be the most efficient thing