TF_Tensor* grad_tensor;
    TF_RETURN_IF_ERROR(GetValue(diff_quotient.get(), &grad_tensor));
    float grad_data[1];
    memcpy(&grad_data[0], TF_TensorData(grad_tensor),
           TF_TensorByteSize(grad_tensor));
    TF_DeleteTensor(grad_tensor);
    dtheta_approx[i] = grad_data[0];
  }

  // Populate *numerical_grad with the data from dtheta_approx.