How to compute the gradient inside the Expectation

Question

Assume, we have a function

$$ \mathcal{E}(\phi)=\mathbb{E}_{z \sim \text { Bernoulli}(\sigma(\phi))}[f(z)] $$

Here $z$ is a variable, and follow the Bernoulli distribution with parameters $\sigma(\phi)$, and $\sigma()$ is the sigmoid function. $\mathbb{E}$ is the Expectation, $f$ is a general function. How to compute the gradient

$$ \nabla_{\phi} \mathcal{E}(\phi) $$

Thanks,