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Looks like this PR hasn't been updated in a while so we're going to go ahead and mark this as Stale.
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Hi @vincentqb,

this PR was marked as Stale and got closed, but I think it would still be a good addition to the project.

Do you (still) have plans to add SGDW in the future?
Why was this PR marked as WIP, was was/is missing to get this merged?

The weight decay implementation of this code is incorrect. I think it should be

# Apply weight decay
if weight_decay != 0:
    p.data.mul_(1 - weight_decay)

# Apply momentum
p.data.add_(d_p, alpha=-group['lr'])