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Enable use of pseudoinverse in computation of preconditioners#11

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gallego-posada wants to merge 13 commits intomainfrom
pinv
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Enable use of pseudoinverse in computation of preconditioners#11
gallego-posada wants to merge 13 commits intomainfrom
pinv

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@gallego-posada
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The derivations presented in the Adagrad paper provide a principled justification for the use of _pseudo_inverses in the computation of the preconditioner matrices whenever these are not full-rank.
This PR allows for the use of pseudoinverses in Shampoo and (diagonal) Adagrad-like methods (including Adagrad, Adam, RMSProp).

This PR also enables the computation of a preconditioner matrix at the very first iteration (start_preconditioning_step=0), even in conjunction with a precondition_frequency != 1. Previous behaviour (#10 ) led to no updates taking place for the first precondition_frequency steps since the preconditioner and inverse preconditioner tensors were initialized with zeros.

@gallego-posada gallego-posada requested a review from hjmshi June 27, 2023 16:18
@facebook-github-bot facebook-github-bot added the CLA Signed This label is managed by the Facebook bot. Authors need to sign the CLA before a PR can be reviewed. label Jun 27, 2023
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@tsunghsienlee
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Is this one becoming obsolete after 41138ab?

cc. @anana10c @hjmshi

@tsunghsienlee
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Close this one because this is superseded by 41138ab.

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