High order gradient in C++

Hi, guys… recently I am learning Pytorch C++ API and trying to reimplement the WGAN-GP in C++.
But we need to calculate the second order gradient. In the python version it’s quite simple.

def calc_gradient_penalty(netD, real_data, fake_data):
    #print real_data.size()
    alpha = torch.rand(BATCH_SIZE, 1)
    alpha = alpha.expand(real_data.size())
    alpha = alpha.cuda(gpu) if use_cuda else alpha

    interpolates = alpha * real_data + ((1 - alpha) * fake_data)

    if use_cuda:
        interpolates = interpolates.cuda(gpu)
        interpolates = autograd.Variable(interpolates, requires_grad=True)

    disc_interpolates = netD(interpolates)

    gradients = autograd.grad(outputs=disc_interpolates, inputs=interpolates,
                              grad_outputs=torch.ones(disc_interpolates.size()).cuda(gpu) if use_cuda else
                              create_graph=True, retain_graph=True, only_inputs=True)[0]

    gradient_penalty = ((gradients.norm(2, dim=1) - 1) ** 2).mean() * LAMBDA
    return gradient_penalty

BUT, there is not such method torch::grad in the C++ world.
Is there anyway can achieve the same approach?:joy: