Add quantized training

[shiyu1994]

Summary

Add quantized training algorithm, which accelerates training on both CPU and GPU. See our latest NeurIPS 2022 paper (https://neurips.cc/virtual/2022/poster/53370).

[jameslamb]

Interesting! Is there a link to the poster materials that doesn't require creating an account?

[shiyu1994]

Maybe this link can be accessed without registration to the conference.
https://nips.cc/Conferences/2022/Schedule?showEvent=53370

[jameslamb]

Yep that worked, thank you! Very exciting!

[replacementAI]

Is there an update regarding the above?

[AllenSun1024]

Is there an update regarding the above?

It seems like that it's not updated.

[jameslamb]

Given that quantized training is now supported for CPU and CUDA, I think this issue can be closed.

I'm closing this. @guolinke @shiyu1994 if I'm wrong about that please do re-open it and add a comment explaining what else still needs to be done.

Thanks for the quick translation from your research work into working, released code in this project that its users can get with just a pip install. Pretty exciting!!!

[jameslamb]

Ah sorry, did not realize #5933 was not merged yet. I'll re-open this.