Add base for sgd optimizer (#3496)

Summary:
Pull Request resolved: #3496

This adds the sgd_optimizer header to executorch. would appreciate some thoughts on where to place this file.

Reviewed By: JacobSzwejbka

Differential Revision: D56888378

fbshipit-source-id: 17d6bb3975ae2d58aee911ee91a3ff07acbc6850

extension/training/optimizer/TARGETS

@@ -0,0 +1,8 @@
+# Any targets that should be shared between fbcode and xplat must be defined in
+# targets.bzl. This file can contain fbcode-only targets.
+
+load(":targets.bzl", "define_common_targets")
+
+oncall("executorch")
+
+define_common_targets()

extension/training/optimizer/sgd.h

@@ -0,0 +1,49 @@
+/*
+ * Copyright (c) Meta Platforms, Inc. and affiliates.
+ * All rights reserved.
+ *
+ * This source code is licensed under the BSD-style license found in the
+ * LICENSE file in the root directory of this source tree.
+ */
+
+/**
+ * SGD (stochastic gradient descent) optimizer to perform on-device training.
+ * This uses the gradients calculated in the backwards pass of the loss function
+ * and updates the parameters such that it minimizes the loss.
+ *
+ * This is similar to the Lite Interpreter implementation of the SGD optimizer,
+ * but without the dependency on ATen Tensors and autograd.
+ */
+#pragma once
+
+namespace torch {
+namespace executor {
+namespace optimizer {
+
+/**
+ * SGD optimizer state. This keeps track of the state of a given parameter to
+ * be used in later epochs.
+ */
+class SGDParamState {};
+
+/**
+ * SGD optimizer options. This contains options for performing training on a
+ * param group, such as the learning rate.
+ */
+class SGDOptions {};
+
+/**
+ * SGD optimizer param group. This contains the parameters and
+ * the OptimizerOptions associated to it.
+ */
+class SGDParamGroup {};
+
+/**
+ * SGD optimizer class. This is responsible for performing the optimization
+ * step.
+ */
+class SGD {};
+
+} // namespace optimizer
+} // namespace executor
+} // namespace torch

extension/training/optimizer/targets.bzl

@@ -0,0 +1,20 @@
+load("@fbsource//xplat/executorch/build:runtime_wrapper.bzl", "runtime")
+
+def define_common_targets():
+    """Defines targets that should be shared between fbcode and xplat.
+
+    The directory containing this targets.bzl file should also contain both
+    TARGETS and BUCK files that call this function.
+    """
+
+    runtime.cxx_library(
+        name = "optimizer",
+        exported_headers = [
+            "sgd.h",
+        ],
+        exported_deps = [
+        ],
+        visibility = [
+            "@EXECUTORCH_CLIENTS",
+        ],
+    )

extension/training/optimizer/test/TARGETS

@@ -0,0 +1,8 @@
+# Any targets that should be shared between fbcode and xplat must be defined in
+# targets.bzl. This file can contain fbcode-only targets.
+
+load(":targets.bzl", "define_common_targets")
+
+oncall("executorch")
+
+define_common_targets()

extension/training/optimizer/test/sgd_test.cpp

@@ -0,0 +1,28 @@
+/*
+ * Copyright (c) Meta Platforms, Inc. and affiliates.
+ * All rights reserved.
+ *
+ * This source code is licensed under the BSD-style license found in the
+ * LICENSE file in the root directory of this source tree.
+ */
+
+#include <executorch/extension/training/optimizer/sgd.h>
+
+#include <gtest/gtest.h>
+
+using namespace ::testing;
+using namespace torch::executor::optimizer;
+
+class SGDOptimizerTest : public ::testing::Test {};
+
+TEST_F(SGDOptimizerTest, InstantiateTypes) {
+  SGDParamState state;
+  SGDOptions options;
+  SGDParamGroup param_group;
+  SGD sgd;
+
+  EXPECT_TRUE(dynamic_cast<SGDParamState*>(&state) != nullptr);
+  EXPECT_TRUE(dynamic_cast<SGDOptions*>(&options) != nullptr);
+  EXPECT_TRUE(dynamic_cast<SGDParamGroup*>(&param_group) != nullptr);
+  EXPECT_TRUE(dynamic_cast<SGD*>(&sgd) != nullptr);
+}

extension/training/optimizer/test/targets.bzl

@@ -0,0 +1,18 @@
+load("@fbsource//xplat/executorch/build:runtime_wrapper.bzl", "runtime")
+
+def define_common_targets():
+    """Defines targets that should be shared between fbcode and xplat.
+
+    The directory containing this targets.bzl file should also contain both
+    TARGETS and BUCK files that call this function.
+    """
+
+    runtime.cxx_test(
+        name = "sgd_test",
+        srcs = [
+            "sgd_test.cpp",
+        ],
+        deps = [
+            "//executorch/extension/training/optimizer:optimizer",
+        ],
+    )