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I am pleased to present a Tensorflow implementation of the MADGRAD optimization algorithm, which was published by Facebook AI in their paper Adaptivity without Compromise: A Momentumized, Adaptive, Dual Averaged Gradient Method for Stochastic Optimization (Aaron Defazio and Samy Jelassi, 2021). When this algorithm was first introduced, several people requested that it be implemented in tf.keras, so I decided to do so. This implementation's main features include:
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