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Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/23572
### **(The stack from #23020 was moved into this PR)**
Adding API for custom autograd operations, with user defined forward and backward, [like in python](https://pytorch.org/docs/stable/notes/extending.html#extending-torch-autograd).
The custom operation should be a subclass of Function, with static forward and backward functions. `forward()` can accept any arguments similar to the Python API and `backward()` should accept a variable list as an argument.
Both `forward()` and `backward() `accept a AutogradContext* which can be used to share data between them.
Variables can be saved in the context using `save_for_backward()` and other data can be saved in the map `save` in the form of `<std::string, at::IValue>` pairs. Variables saved in forward can be accessed with `get_saved_variables()`.
Example usage:
```
class MyFunction : public Function<MyFunction> {
public:
static variable_list forward(AutogradContext *ctx, int n, Variable var) {
// Save data for backward in context
ctx->saved_data["n"] = n;
return {var};
}
static variable_list backward(AutogradContext *ctx, variable_list grad_output) {
// Use data saved in forward
auto n = ctx->saved_data["n"].toInt();
return {grad_output[0]*n};
}
};
```
Then, it can be used with:
```
Variable x;
MyFunction::apply(6, x);
```
Also AutogradContext has methods to mark outputs as non differentiable and mark inputs as dirty similar to the [Python API](
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