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Only project sentinels in gradient #1508

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This PR fixes #1507. This is technically a bug fix but I bumped the minor version because it is a significant enough change in behaviour. If a patch release is preferred, I can change that. No new documentation is needed because this is a bugfix.

PR Checklist

  • Tests are added
  • Documentation, if applicable

@mohamed82008 mohamed82008 changed the title Only project nothings in gradient Only project sentinels in gradient Mar 24, 2024
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Gradient wrt to a sparse matrix is mathematically wrong
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