implemented AdvancedIncSubtensor1.grad(the grad of grad of var[vector of index].

theano/tensor/basic.py

@@ -4058,6 +4058,16 @@ class AdvancedIncSubtensor1(Op):
         x, y, ilist = ishapes
         return [x]
 
+    def grad(self, inputs, grads):
+        g_output, = grads
+        x, y = inputs[:2]
+        idx_list = inputs[2:]
+
+        gx = g_output
+        gy = advanced_subtensor1(g_output, *idx_list)
+
+        return [gx, gy] + [None]*len(idx_list)
+
 advanced_inc_subtensor1 = AdvancedIncSubtensor1()
 
 class AdvancedSubtensor(Op):

theano/tensor/tests/test_basic.py

@@ -1634,6 +1634,12 @@ class T_subtensor(unittest.TestCase):
                 return sum(t[idx_])
             utt.verify_grad(fct, [data])
 
+            # Test the grad of the grad (e.i. AdvancedIncSubtensor1.grad)
+            def fct(t):
+                return grad(sum(t[idx_]),t)
+            utt.verify_grad(fct, [data])
+
+            # Test shape of AdvancedIncSubtensor1 and AdvancedSubtensor1
             if idx is idxs[0]:
                 f = function([], [gn.shape, n[idx_].shape], mode=None)
                 topo = f.maker.env.toposort()