add util function to compute rowwise adagrad updates (pytorch#2148)

Summary:
Pull Request resolved: pytorch#2148

Added `compute_rowwise_adagrad_updates`, which is a util function to compute rowwise adagrad if we want to just pass in optim_state and grad, without paramater.

It can handle the case when grad is sparse.

Differential Revision: D58270549

Author: henrylhtsang

torchrec/optim/rowwise_adagrad.py

@@ -69,14 +69,6 @@ def __init__(
         if not 0.0 <= eps:
             raise ValueError("Invalid epsilon value: {}".format(eps))
 
-        if weight_decay > 0:
-            logger.warning(
-                "Note that the weight decay mode of this optimizer may produce "
-                "different results compared to the one by FBGEMM TBE. This is "
-                "due to FBGEMM TBE rowwise adagrad is sparse, and will only "
-                "update the optimizer states if that row has nonzero gradients."
-            )
-
         defaults = dict(
             lr=lr,
             lr_decay=lr_decay,
@@ -213,6 +205,13 @@ def _single_tensor_adagrad(
     eps: float,
     maximize: bool,
 ) -> None:
+    if weight_decay != 0 and len(state_steps) > 0 and state_steps[0].item() < 1.0:
+        logger.warning(
+            "Note that the weight decay mode of this optimizer may produce "
+            "different results compared to the one by FBGEMM TBE. This is "
+            "due to FBGEMM TBE rowwise adagrad is sparse, and will only "
+            "update the optimizer states if that row has nonzero gradients."
+        )
 
     for param, grad, state_sum, step_t in zip(params, grads, state_sums, state_steps):
         if grad.is_sparse:

torchrec/optim/tests/test_rowwise_adagrad.py

@@ -16,17 +16,24 @@
 
 class RowWiseAdagradTest(unittest.TestCase):
     def test_optim(self) -> None:
-        embedding_bag = torch.nn.EmbeddingBag(num_embeddings=4, embedding_dim=4)
+        embedding_bag = torch.nn.EmbeddingBag(
+            num_embeddings=4, embedding_dim=4, mode="sum"
+        )
         opt = torchrec.optim.RowWiseAdagrad(embedding_bag.parameters())
         index, offsets = torch.tensor([0, 3]), torch.tensor([0, 1])
         embedding_bag_out = embedding_bag(index, offsets)
         opt.zero_grad()
         embedding_bag_out.sum().backward()
+        opt.step()
 
     def test_optim_equivalence(self) -> None:
         # If rows are initialized to be the same and uniform, then RowWiseAdagrad and canonical Adagrad are identical
-        rowwise_embedding_bag = torch.nn.EmbeddingBag(num_embeddings=4, embedding_dim=4)
-        embedding_bag = torch.nn.EmbeddingBag(num_embeddings=4, embedding_dim=4)
+        rowwise_embedding_bag = torch.nn.EmbeddingBag(
+            num_embeddings=4, embedding_dim=4, mode="sum"
+        )
+        embedding_bag = torch.nn.EmbeddingBag(
+            num_embeddings=4, embedding_dim=4, mode="sum"
+        )
         state_dict = {
             "weight": torch.Tensor(
                 [[1, 1, 1, 1], [2, 2, 2, 2], [3, 3, 3, 3], [4, 4, 4, 4]]