Turns out they drop zero value entries which isn’t kosher for autodiff, as the gradients might not be zero. Unless this gets fixed, we won’t be able to use their routines for autodiff. Brad suggests a patch in the issue based on runtime traits, which is something Eigen supports.
Not that I can think of. I mean it’s not measure zero because we use a finite set of floating point representations, but one in 2^64 is good enough for me.
This is a kludge and not guaranteed to work. I think I know how this can be fixed in Eigen, but I have many other things I am working on and do not have the time to do it myself. I am willing to help if someone else would like to fix it.