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Summary: Solves the next most important use case in https://github.com/pytorch/pytorch/issues/68052. I have kept the style as close to that in SGD as seemed reasonable, given the slight differences in their internal implementations. All feedback welcome! cc pietern mrshenli pritamdamania87 zhaojuanmao satgera rohan-varma gqchen aazzolini osalpekar jiayisuse SciPioneer H-Huang Pull Request resolved: https://github.com/pytorch/pytorch/pull/68164 Reviewed By: VitalyFedyunin Differential Revision: D32994129 Pulled By: albanD fbshipit-source-id: 65c57c3f3dbbd3e3e5338d51def54482503e8850