Add eager updating

src/lib/grad.jl

@@ -27,6 +27,42 @@ function Zygote._pullback(ctx::Zygote.AContext, ::typeof(checkpointed), f, xs...
     return y, pullback_checkpointed
 end
 
+
+"""
+
+    eager_update(f, update, state, xs...)
+
+Allows training large models when the gradients cannot all fit in memory simultaneously.
+
+A combination of gradient checkpointing and eagerly updating the model parameters, discarding the updated gradients.
+Assumes that `f` is a callable struct, `state` is the optimization state (eg. from Optimisers.jl) matching `f`, and
+`update` is the function that updates the parameters of `f` from the state and the gradients, called as `update(state, f, grads)`.
+
+If eg. `model.layers[i]` is layer in a transformer, then:
+
+```
+for i in 1:length(model.layers)
+  h = eager_updater(model.layers[i], Optimisers.update!, opt_state.layers[i], h, other_args)
+end
+```
+
+!!! warning
+    If different layers share trainable parameters, then `eager_update` will likely give wrong results.
+"""
+eager_update(f, update, state, xs...) = f(state, xs...)
+
+function Zygote._pullback(ctx::Zygote.AContext, ::typeof(eager_update), f, update, state, xs...)
+    y = f(xs...)
+    function pullback_eager_update(Δy)
+        y, pb = Zygote._pullback(ctx, f, xs...)
+        ret = pb(Δy)
+        update(state, f, ret[1])
+        return (nothing, nothing, nothing, nothing, ret[2:end]...)
+    end
+    return y, pullback_eager_update
+end
+
+
 """
     hessian(f, x)