Make SGD match python (#15840)
Summary:
Fixes https://github.com/pytorch/pytorch/issues/15530
Pull Request resolved: https://github.com/pytorch/pytorch/pull/15840
Differential Revision: D13608503
Pulled By: goldsborough
fbshipit-source-id: aad17c110d64cbe2c126bccd36d228e4108ffa9a
