Save state during forward in CustomOp

Is there a way to save values during the forward pass in `CustomOp` and use them in the backward pass?

For most non trivial operations you would implement there will be state to be saved in order to have an efficient backward pass.

Start by locating the CustomOp implementation and its forward and backward entry points. Determine how forward-pass state could be retained for backward use, then establish the expected API and tests that demonstrate saved values are available during backward.

Written by the indexing model from the issue text.