$$\prod_i \frac{\prod_jexp(a_{ij}\theta- \delta_{ij})}{\sum_hexp(a_{ih}\theta- \delta_{ih})}$$
Taking log
$$\sum_i\sum_j {(a_{ij}\theta- \delta_{ij})}-{\sum_ilog\sum_hexp(a_{ih}\theta- \delta_{ih})}$$
Derivative with respect to $\theta$
$$\sum_i\sum_j {(a_{ij})}-{\sum_i\frac{(a_{ih}exp((a_{ih}\theta- \delta_{ih}))}{\sum_hexp(a_{ih}\theta- \delta_{ih})}}$$