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Custom schedulers are currently initiated by wrapping Pytorch's LambdaLR
class and passing a method of the wrapping class to the __init__
function of LambdaLR. This approach is not appropriate for several
reasons:

1. one does not need to define a class when it only defines a
__init__() method;
2. instantiating the parent class by passing a method of the child class
creates a cyclical reference which leads to memory leaks. See issues #1742 and #1134.

In this commit we replace the wrapper classes with functions that
instantiate `LambdaLR` with a custom learning rate function. We use a
closure to specify the parameter of the latter. We also do a bit of
renaming within the function to explicit the behaviour and removed
docstrings that were subsequently not necessary.