* add jacobian and hessian in paddle.autograd

* disable unitest 'func_multi_input' for bug in high-order gradient of multiply

* add dimension checks

* add support for 0-D tensor

* change return type from Jacobian to Hessian in hessian function

* refine Jacobian _flatten function for single xs

* refine support for 0-D tensor

* 1. add 'func_multi_input' unitest for multiply_grad_kernel bug fixed
already.
2. support non-inplace math operation via magical method overwriting.

* add unitest for math operation and raise error when 0-D tensor is indexed

* add ndim check on ys and xs according to is_batched, and add one unitest

* refine docstring of jacobian and hessian

* move paddle.incubate.autograd.Jacobian/Hessian to paddle.incubate.autograd.functional.Jacobian/Hessian

* remove single_input unitest case because numerical differentiation is wrong

* remove 3 unitest for numerical result(reference result) is wrong

* 1. rename autodiff.py to autograd.py
2. increase TIMEOUT to 100

* cancel modification for functional Jacobian/Hessian

* 1. use tuple as return type instead of list
2. refine docstring

* add more unitest case to improve coverage

* remove 2 unitest of Hessian for numerical result is wrong

* remove 1 unitest of Hessian for numerical result is wrong

* remove 1 unitest of Hessian for numerical result is wrong

* change unit test to shape check

* correct doc and replace incubate API to stable API in _grad

* [Test Mv] autograd_test

* [Move Test] rm py_test_modules

* add select_p

* fix bugs

* add custom test for select_p; modify select_p primrules

* modify according to xiaoxu's comment

* add eq_p, select_p, pow_p, use autograd to test grad of high order

* add requirement of autograd, modify expected type of eq

* modify according to xiaoxu's comment

* import primops to use primops.pow

* move _gradients to primapi and rename to grad

* modify jvp to call forward_grad in primitive mode

* add primapi unittest and remove some unused test cases.

* fix  circular import problem

* move paddle/autograd/functional into paddle/incubate.autograd/functional

* remove unused JacobianBatchLast class

* enable Jacobian,Hessian supporting new autograd

* fix prim mode failed in PR-CI-Windows

* add forward_gradients api

* add forward_gradients api

* skip test_autograd_functional_prim in windows ci

* fix test_autograd_funciton_prim timeouot

* remove the block parameter in prim2orig method

* remove duplicate to_tensors code snippet # test=allcases

* cmake-lint

* update

* Updated triple_grad_check func

* add todo for gradient checker and refine some comments

* remove additional code

* add test for warnging in backward.py

* format python code

* support multi input in triple gradient checker

* Add matmul triple grad kernel

* Updated comments of TODO

* Supported some special tests

* Change code-format to follow CI std

* Updated gradient_checker.py

* Fix conflicts

* Removed unnecessary printing log

* Change code style to follow CI std

* merge upstream

* add priops.py

* add_p

* rm useless files

* add sub_p mul_p div_p

* add sqrt_p and tanh_p

* add reshape_p

* add broadcast_p

* Add python primitive wrappers.

* Jvp rules updated.

* JVP rules done for all the 17 primops.

* quick check and fixes.

* add jvp(op, *args)

* add broadcast_p fill_constant_p matmul_p reduce_p reshape_p transpose_p

* add split_p and concat_p

* add gather_p and scatter_add_p

* add slice_select_p and slice_assign_p

* Add transpose rules.

* add multi input check for add_p, sub_p, mul_p, div_p

* update concat_p

* Linearize and transpose in progress..

* refine gather_p and scatter_add_p

* updated.

* update transpose.

* refine slice_assign_p and slice_select_p

* init commit for lower

* Merged with primitive ops.

* small update

* add rules for orig2prim and prim2orig

* add 9 test for prim ops

* add more test and fix some bug

* add more test

* register proto

* Adding primops test.

* add shape valid check for broadcast_p op, and add keepdim attr into reduce_p op proto

* support multi input and multi output for split_p and concat_p

* Test updated.

* update

* fix slice bug for slice_select_p and slice_assign_p

* updated.

* Ops updated.

* Refactor and bug fixes.

* updated.

* finish orig2prim and prim2orig rules

* dtype for axis attr should be long int

* update dtype for axis attr int64_t

* update for iscan CI

* Update primx.

* Refactor vars in primx.

* update for lower transform

* add more shape and dtype check

* update primx.py

* change IndexTensor into int32 dtype

* update

* Fix linearize and transpose.

* Update is_dot

* Update is_dot

* Update is_dot

* add gradient aggregation, fix add_transpose.

* pass first linearize+transpose test.

* update test

* refactor op registration and primx.

* update rule for slice_assign

* try test lower

* update orig2prim and prim2orig

* pass simple lower pass

* update

* Update input types in the unit test.

* orig2prim segfault.

* 50% for adam.minimize

* test updated.

* temp fix erros in removing vars.

* primx updated.

* update for matmul_v2 and reshape2 orig2prim

* update for minimize

* Refine primrules

* Remove some code

* supporting unused and unreachable vars.

* update for use prim2orig in minimize

* fix gather and scatter_add transpose.

* Add rules UT

* update scatter_add

* Refine UT code

* fix nonetype check in topo

* Update gather_p pywrapper.

* remove useless print

* Merge tongxin PR and refine code

* readd some test

* rm useless print

* polish code.

* fix bug in minimize

* add get_input_var_list and get_output_var_list and use it in lower

* Fix scatter_add_p prim2orig

* Update code and fix orig2prim/prim2orig UT

* delete vars after block.desc._remove

* Improve ops and vars clean up logics.

* fix some bug in linearize and lower

* update tanh transpose.

* use set instead of list for var2remove

* test updated.

* polish code.

* fix dot2bar delete.

* merge tx/ad

* add indextensor_dot for gather and scatter_add

* add sorted for set

* Fix scale_orig2prim params

* fix some syntax bug

* add golbal_lower_update list

* Better handling of unused vars.

* update tests.

* Fix elementwise_sub orig2prim

* support none for transpose rule

* Merge and add transform UT

* fix a bug in transpose

* Fix transpose and UT

* a hacky fix for cancat op

* Fix exector place

* Refine variable name

* Add elementwise_mul orig2prim and support p_norm when p=1

* Add sqrt orig2prim rule and UT

* merge wz test

* rename files, add enable_prim, disable_prim, prim_enabled, delete global_lower_update

* fix a bug in test_ad_transform_trans

* revert modify in framework.py

* add paddle.fluid.incubate.ad_transform to  python/setup.py.in

* Fix remove vars error

* Fix p_norm_orig2prim

* merge wz

* Modify the code directory

* Add utils.py and remove get_input/output_vars functions

* Update maolin code

* Rename UT and refine test_ad_transform_primops

* Fix div_p jvp rule

* Add higher derivatives UT

* Remove UT to autograd dir

* Fix comments

* import paddle in primops.py

* Add some error message for assert

* Refine UT class name and refine some comments in primreg.py

* update minimize of paddle/optimizer for supporting new autograd

* resolve cicular importing between backward.py and optimizer.py

* fill gradients and minimize unittest

* Replace `assert isinstance` with `raise TypeError`

* Add some assert message for primx.py

* Polish variable name

* Add some assert message

* add some docstring

* refine some name

* update the format of english documents

* Split test_transform.py to two files to avoid ci error

* fix the document format of enable_prim/disable_prim/prim2orig/prim_enabled

* polish test_gradients_and_minimize

* add default value for prim_enabled api doc

* Remove some UT to avoid windows ci error

* Enlarge test_gradients_and_minimize limit time

* Fix ut limit time
Co-authored-by: Nveyron95 <veyron_wu@163.com>
Co-authored-by: NJiabin Yang <360788950@qq.com>
Co-authored-by: Nlevi131 <limaolin01@baidu.com>
Co-authored-by: NTongxin Bai <waffle.bai@gmail.com>
Co-authored-by: NXiaoxu Chen <chenxx_id@163.com>
Co-authored-by: Nlevi131 <83750468+levi131@users.noreply.github.com>

Enhance vjp/jvp/Jacobian/Hessian API for supporting dynamic, static graph and batched, unbatched mode (#40692)

* modify vjp/jvp for both dynamic and static graph

* enforce jacobian class for supporting first/last batch

* add unittest for jvp, jacobian withlast batch, jacobian with first batch

* fix the incorrect shape when multi-index Jacobian

* enforce Hessian class for supporting dynamic graph

* add Hessian class unittest

* bugfix, jvp double_backward_trick zeros_like return stop_gradient=True in static graph

* add API beta warnnings

* add white_list for cuda11.x ci windows.

* optimize some code snippets and documments

* set unittest timeout to 100 seconds

* move vjp,jvp,Jacobian,Hessian to incubate

* fix vjp,vjp import path of sample code

* fix code style error of augtograd/__init__ file

* native commit for triple grad of sigmod

* Updated unittests files

* init functional jacobian api

* Updated trible_test func

* Updated gradient_checker & test_script

* finish test with dtype float32

* add float64 test case

* polish code

* use atol=1e-5 with dtype float64

* fix for ci

* set timeout for test_jacobian

* fix dygraph grad to support high differential

* polish API docstring

* Updated gradient checker and some related files

* fix double grad strip error for high differential

* fix double grad strip error for high differential

* Add Sigmoid triple grad tests

* fix dygraph double grad dtype error when calling for high differential senario

* Updated triple grad teses func

* Use np.random to initialize ddx

* Updated triple_grad_check func

* add todo for gradient checker and refine some comments

* remove additional code

* add test for warnging in backward.py

* format python code

* support multi input in triple gradient checker

* Add matmul triple grad kernel

* Updated comments of TODO

* Supported some special tests

* Change code-format to follow CI std

* Updated gradient_checker.py

* Fix conflicts

* Removed unnecessary printing log

* Change code style to follow CI std

* support batch in jacobian and hessian

* add batch jacobian and batch hessian

* Add batch_jacobian test, draft version

* [New features] Add elementwise_mul triple grad kernel (#37152)

* Add elementwise_mul triple grad kernel

* Removed InplaceInferer and polished code

* Add numerical_batch_jacobian,numerical_batch_hessian and tests

* Support batch_jacobian and batch_numerical

* Use pre-commit to check code format

* Update doc, polish code, add unit test

* Reset the TIMEOUT properties of test_jacobian to pass CI
Co-authored-by: Nlevi131 <limaolin01@baidu.com>
Co-authored-by: NJiabin Yang <360788950@qq.com>

* init functional jacobian api

* finish test with dtype float32

* add float64 test case

* polish code

* use atol=1e-5 with dtype float64

* fix for ci

* set timeout for test_jacobian

* init hessian API

* save status

* polish API docstring

* modify docstring

* add utils.py

* save status

* fix dygraph double grad dtype error when calling for high differential senario

* reinvoke ci

* test_hessian.py is ok

* polish hessian API

* init vhp

* Revert "init vhp"

This reverts commit cbd4d3b66abe82b0ac10721b9eddeb7d82e0a1c8.

* init vhp

* finish vhp API logically

* add test for partial_engine.cc

* modify numerical_delta with dtype float32

* merge fix for dtype float64

* spell fix

* save status

* polish code

* rm _stop_gradient_pre_process

* save status

* add example for vhp interface

* add _compute_numerical_vjp and _compute_numerical_vhp

* test is ok

* vhp is ok

* add testVHPFloat64

* modify for comments

* modify format

* modify format

* save status

* test_vhp is ok

* finish code polish

* small modify for v is None
Co-authored-by: NJiabinYang <360788950@qq.com>

* init functional jacobian api

* finish test with dtype float32

* add float64 test case

* polish code

* use atol=1e-5 with dtype float64

* fix for ci

* set timeout for test_jacobian

* init hessian API

* save status

* polish API docstring

* modify docstring

* add utils.py

* save status

* fix dygraph double grad dtype error when calling for high differential senario

* reinvoke ci

* test_hessian.py is ok

* polish hessian API

* init vhp

* Revert "init vhp"

This reverts commit cbd4d3b66abe82b0ac10721b9eddeb7d82e0a1c8.

* add test for partial_engine.cc

* modify numerical_delta with dtype float32

* merge fix for dtype float64

* spell fix

* polish code

* rm _stop_gradient_pre_process
Co-authored-by: NJiabinYang <360788950@qq.com>

* init functional jacobian api

* finish test with dtype float32

* add float64 test case

* polish code

* use atol=1e-5 with dtype float64

* fix for ci

* set timeout for test_jacobian

* polish API docstring

* modify docstring