Add base for sgd optimizer (#3496)

Summary:

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

Differential Revision: D56888378

extension/training/optimizers/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/optimizers/sgd.h

@@ -0,0 +1,46 @@
+/*
+ * 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
+ */
+#pragma once
+
+namespace torch {
+namespace executor {
+namespace optim {
+
+/**
+ * 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 optim
+} // namespace executor
+} // namespace torch

extension/training/optimizers/targets.bzl

@@ -0,0 +1,19 @@
+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 = "optimizers",
+        exported_headers = [
+            "sgd.h",
+        ],
+        exported_deps = [
+        ],
+        visibility = [
+        ],
+    )