sandeep-krishnamurthy commented on a change in pull request #12376: [MXNET-854] 
SVRG Optimization in Python Module API
URL: https://github.com/apache/incubator-mxnet/pull/12376#discussion_r213413094
 
 

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 File path: contrib/svrg_optimization_python/src/svrg_optimizer.py
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 @@ -0,0 +1,131 @@
+# Licensed to the Apache Software Foundation (ASF) under one
+# or more contributor license agreements.  See the NOTICE file
+# distributed with this work for additional information
+# regarding copyright ownership.  The ASF licenses this file
+# to you under the Apache License, Version 2.0 (the
+# "License"); you may not use this file except in compliance
+# with the License.  You may obtain a copy of the License at
+#
+#   http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+# KIND, either express or implied.  See the License for the
+# specific language governing permissions and limitations
+# under the License.
+"""A `SVRGOptimizer` encapsulates two optimizers to accommodate SVRG 
optimization logic.
+"""
+
+
+import mxnet as mx
+
+
+@mx.optimizer.register
+class AssignmentOptimizer(mx.optimizer.Optimizer):
+    def update(self, index, weight, grad, state):
+        weight[:] = grad
+
+@mx.optimizer.register
+class SVRGOptimizer(mx.optimizer.Optimizer):
+    """SVRGOptimizer is a wrapper class for two optimizers: one for 
accumulating full gradients and the other
 
 Review comment:
   This is mainly useful with SGD right? Why allow any optimizer to be passed 
in here?

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