[BUGFIX] Fix a bug in Auto Function.

python/mxnet/autograd.py

@@ -493,15 +493,14 @@ def delete_entry(_):
                                       POINTER(CFUNCTYPE(c_int))),
                                  cast(c_array(c_void_p, [None]*len(callbacks)),
                                       POINTER(c_void_p)))
+        Function._registry.ref_holder[key] = context
         check_call(_LIB.MXCustomFunctionRecord(
             c_int(len(inputs)),
             c_handle_array(inputs),
             c_int(len(outputs)),
             c_handle_array(outputs),
             ctypes.byref(context)))
 
-        Function._registry.ref_holder[key] = context
-
         return ret_outputs
 
     def forward(self, *inputs):

tests/python/unittest/test_autograd.py

@@ -378,6 +378,27 @@ def backward(self, dm, dn):
     assert_almost_equal(y.grad.asnumpy(), dy1, atol=atol)
 
 
+@with_seed()
+def test_function1():
+    class Foo(mx.autograd.Function):
+        def __init__(self):
+            super(Foo, self).__init__()
+
+        def forward(self, X):
+            return X + 1;
+
+        def backward(self, dY):
+            return dY
+
+    with mx.autograd.record():
+        X = mx.nd.zeros((3, 4))
+        #X.attach_grad()  # uncommenting this line works
+        for i in range(5):
+            f = Foo()
+            X = f(X)
+        X.wait_to_read()
+
+
 @with_seed()
 def test_get_symbol():
     x = mx.nd.ones((1,))