Keras compatability -- easy addition?

Hi! Thanks for posting this code. I thought that I would give YF a try as a drop-in optimizer. Currently, I am using Keras, and I was able to modify your code to run on Keras models by doing the following:

• Adding a compute_gradients standalone method
• Adding a few checks for gradients being None in apply_gradients and after_apply
• Wrapping the YFOptimizer object in a Keras TFOptimizer

However, while it runs and my loss goes down – I am not 100% I did everything properly. Do you think you might consider adding this support?

[Zehaos]

@jmhessel I have validated it on mnist dataset, got 97.64% accuracy on test set.

[JianGoForIt]

Keras support added using commits for pull request here https://github.com/JianGoForIt/YellowFin/commit/0949dfe2e674e1b83bdd06bbc21cf9b2d920ae1f