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ZeRO & Custom Optmizer (RangerLars) #153

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@CalogeroZarbo

Hi,
first of all thanks for the contribution. I'm trying to use DeepSpeed and Zero with a custom optimizer from https://github.com/mgrankin/over9000
More in the specific I'm using the implementation of the RangerLars (RAdam+LARS+LookAhead), which in that repo has been called Over9000.
Is there any way to wrap a custom optimizer like this in a Zero compatible one? I found this class in your repository:

class FP16_DeepSpeedZeroOptimizer(object):
    """
    DeepSpeedZeroOptimizer designed to reduce the memory footprint
    required for training large deep learning models.
    For more details please see ZeRO: Memory Optimization Towards Training A Trillion Parameter Models
    https://arxiv.org/abs/1910.02054
    For usage examples, refer to TODO: DeepSpeed V2 Tutorial
    """

Can I use it for my purpose? If yes, is it possible to have a snippet of code?

Thank you,
Cal

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