huifengguo commented on issue #17728: Poor performance when we use 
mx.symbol.Variable(..,..,stype="row-sparse") to define the variable
URL: 
https://github.com/apache/incubator-mxnet/issues/17728#issuecomment-596891494
 
 
   > Yes, there's no free food. You can still "use Adam and row_sparse 
variable" with `lazy_update=False` to get identical update, the only benefit 
you get is less that data is transmitted during communication
   OK, we just notice another parameter of kvstore in mx.init_optimizer(). 
   No matter we set Lazy update as True or False, when we set 
mod.init_optimizer as following and variable as row_sparse, the auc is only 
0.794 while the auc is 0.804+ in other cases.
   ```
   mx.mod.Module(....)
   store = kv.create('local_allreduce_device')
   optim = mx.optimizer.create(optimizer, learning_rate=lr,wd=1.0E-9, 
rescale_grad=1.0/batch_size,epsilon=5e-8, lazy_update=False)
   mod.init_optimizer(kvstore=store, optimizer=optim)
   ```
   

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