Hi,
Thank you very much !
About the optimization procedure, I’d like to solve the problem with a gradient descent inside my Function.
I’d like to do something like this:
forward(X,D)
(nested SGD solver)
return A* = argmin_A ||X-DA||^2
(Of course, my nested problem is less trivial so I can’t find gradients by hand)


I am not sure I fully understand this solution. Or I am not sure it could work this way.
Actually I am doing some bi-level optimization. The gradient return by the backward method is not obtained with the graph. (It is computed based on some optimality KKT conditions).


I’ll take a look at this thanks a lot