There have been some past discussions about this:
You can implement various forms of automatic differentiation in the language:
Using dual numbers: https://mathematica.stackexchange.com/questions/1873/is-there-any-automatic-differentiation-package
Using tensor networks: https://community.wolfram.com/groups/-/m/t/2437093
If you are referring to autodifferentiation of neural networks...the current system (as of 14.0) based on MXNet does not seem to support doing this.
Much appreciated; the dual number package was very helpful.
