You may find something here

  
    
    
    How to calculate 2nd derivative of a likelihood function autograd
  
  
    Thanks you @dpernes for you inspiring comments, that works for that problem. 
But I found this still can not help me find the 2nd derivative of a likelihood function for each weight, do you know how to achieve that? 
Or do you know if we can do it based on the current pytorch version?