onomatet commented on issue #17207: LR schedulers do not work in R
URL: 
https://github.com/apache/incubator-mxnet/issues/17207#issuecomment-577255391
 
 
   Found a temporary solution which works for me and doesn't require 
reinitialization of the executors:
   
   1. Store original LR in the `sgd` namespace.
   2. Each update, recalculate LR with a scheduler.
   3. Multiply gradient array by `lr / lr_orig` prior to feeding it to the 
executor.
   
   It might not be exactly the same as setting the LR in the executors 
themselves, but it esentialy works as expected.

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