Hi all,
I have a use case where I need to optimize over dual variables of the size of my dataset. Namely, I would like to load (input, duals, targets) at each batch, and then optimize both over duals and my model’s parameters. My loss function takes (model(input), duals, targets) as input. At the end of the optimization, I would like to update duals in my dataset.
How can I do this?
Thanks!