diff --git a/candle-examples/examples/llama2-c/training.rs b/candle-examples/examples/llama2-c/training.rs
index 3e93c786..150a3272 100644
--- a/candle-examples/examples/llama2-c/training.rs
+++ b/candle-examples/examples/llama2-c/training.rs
@@ -1,6 +1,7 @@
 use crate::model::{Cache, Config, Llama};
 use candle::{DType, Device, Result};
 use candle_datasets::nlp::tinystories::{Dataset, DatasetRandomIter};
+use candle_nn::Optimizer;
 
 fn valid_loss(
     dataset: &Dataset,
diff --git a/candle-examples/examples/mnist-training/main.rs b/candle-examples/examples/mnist-training/main.rs
index 06986681..a07505bf 100644
--- a/candle-examples/examples/mnist-training/main.rs
+++ b/candle-examples/examples/mnist-training/main.rs
@@ -9,7 +9,7 @@ use clap::{Parser, ValueEnum};
 use rand::prelude::*;
 
 use candle::{DType, Result, Tensor, D};
-use candle_nn::{loss, ops, Conv2d, Linear, Module, VarBuilder, VarMap};
+use candle_nn::{loss, ops, Conv2d, Linear, Module, Optimizer, VarBuilder, VarMap};
 
 const IMAGE_DIM: usize = 784;
 const LABELS: usize = 10;
@@ -190,7 +190,7 @@ fn training_loop<M: Model>(
         varmap.load(load)?
     }
 
-    let sgd = candle_nn::SGD::new(varmap.all_vars(), args.learning_rate);
+    let mut sgd = candle_nn::SGD::new(varmap.all_vars(), args.learning_rate)?;
     let test_images = m.test_images.to_device(&dev)?;
     let test_labels = m.test_labels.to_dtype(DType::U32)?.to_device(&dev)?;
     for epoch in 1..args.epochs {
diff --git a/candle-nn/examples/basic_optimizer.rs b/candle-nn/examples/basic_optimizer.rs
index 093bda81..810f7a7a 100644
--- a/candle-nn/examples/basic_optimizer.rs
+++ b/candle-nn/examples/basic_optimizer.rs
@@ -5,7 +5,7 @@ extern crate intel_mkl_src;
 extern crate accelerate_src;
 
 use candle::{DType, Device, Result, Tensor};
-use candle_nn::{linear, AdamW, Linear, Module, ParamsAdamW, VarBuilder, VarMap};
+use candle_nn::{linear, AdamW, Linear, Module, Optimizer, ParamsAdamW, VarBuilder, VarMap};
 
 fn gen_data() -> Result<(Tensor, Tensor)> {
     // Generate some sample linear data.
diff --git a/candle-nn/src/lib.rs b/candle-nn/src/lib.rs
index 48046081..6e268f4e 100644
--- a/candle-nn/src/lib.rs
+++ b/candle-nn/src/lib.rs
@@ -24,7 +24,7 @@ pub use init::Init;
 pub use layer_norm::{layer_norm, rms_norm, LayerNorm, LayerNormConfig, RmsNorm};
 pub use linear::{linear, linear_no_bias, Linear};
 pub use ops::Dropout;
-pub use optim::{AdamW, ParamsAdamW, SGD};
+pub use optim::{AdamW, Optimizer, ParamsAdamW, SGD};
 pub use rnn::{gru, lstm, GRUConfig, LSTMConfig, GRU, LSTM, RNN};
 pub use var_builder::VarBuilder;
 pub use var_map::VarMap;
diff --git a/candle-nn/src/optim.rs b/candle-nn/src/optim.rs
index b5ac9dba..4294d75e 100644
--- a/candle-nn/src/optim.rs
+++ b/candle-nn/src/optim.rs
@@ -1,6 +1,33 @@
 //! Various optimization algorithms.
 use candle::{Result, Tensor, Var};
 
+/// The interface optimizers should implement.
+pub trait Optimizer: Sized {
+    type Config: Sized;
+
+    fn new(vars: Vec<Var>, config: Self::Config) -> Result<Self>;
+
+    fn step(&mut self, grads: &candle::backprop::GradStore) -> Result<()>;
+
+    fn learning_rate(&self) -> f64;
+
+    fn set_learning_rate(&mut self, lr: f64);
+
+    fn empty(config: Self::Config) -> Result<Self> {
+        Self::new(vec![], config)
+    }
+
+    fn backward_step(&mut self, loss: &Tensor) -> Result<()> {
+        let grads = loss.backward()?;
+        self.step(&grads)
+    }
+
+    fn from_slice(vars: &[&Var], config: Self::Config) -> Result<Self> {
+        let vars: Vec<_> = vars.iter().map(|&v| v.clone()).collect();
+        Self::new(vars, config)
+    }
+}
+
 /// Optimizer for Stochastic Gradient Descent.
 ///
 /// Contrary to the PyTorch implementation of SGD, this version does not support momentum.
@@ -10,42 +37,21 @@ pub struct SGD {
     learning_rate: f64,
 }
 
-impl SGD {
-    pub fn from_slice(vars: &[&Var], learning_rate: f64) -> Self {
-        let vars: Vec<_> = vars.iter().map(|&v| v.clone()).collect();
-        Self {
+impl Optimizer for SGD {
+    type Config = f64;
+
+    fn new(vars: Vec<Var>, learning_rate: f64) -> Result<Self> {
+        Ok(Self {
             vars,
             learning_rate,
-        }
+        })
     }
 
-    pub fn new(vars: Vec<Var>, learning_rate: f64) -> Self {
-        Self {
-            vars,
-            learning_rate,
-        }
-    }
-
-    pub fn empty(learning_rate: f64) -> Self {
-        Self {
-            vars: vec![],
-            learning_rate,
-        }
-    }
-
-    pub fn into_inner(self) -> Vec<Var> {
-        self.vars
-    }
-
-    pub fn learning_rate(&self) -> f64 {
+    fn learning_rate(&self) -> f64 {
         self.learning_rate
     }
 
-    pub fn push(&mut self, var: &Var) {
-        self.vars.push(var.clone())
-    }
-
-    pub fn step(&self, grads: &candle::backprop::GradStore) -> Result<()> {
+    fn step(&mut self, grads: &candle::backprop::GradStore) -> Result<()> {
         for var in self.vars.iter() {
             if let Some(grad) = grads.get(var) {
                 var.set(&var.sub(&(grad * self.learning_rate)?)?)?;
@@ -54,13 +60,18 @@ impl SGD {
         Ok(())
     }
 
-    pub fn backward_step(&self, loss: &Tensor) -> Result<()> {
-        let grads = loss.backward()?;
-        self.step(&grads)
+    fn set_learning_rate(&mut self, lr: f64) {
+        self.learning_rate = lr
+    }
+}
+
+impl SGD {
+    pub fn into_inner(self) -> Vec<Var> {
+        self.vars
     }
 
-    pub fn set_learning_rate(&mut self, lr: f64) {
-        self.learning_rate = lr
+    pub fn push(&mut self, var: &Var) {
+        self.vars.push(var.clone())
     }
 }
 
@@ -99,8 +110,10 @@ pub struct AdamW {
     params: ParamsAdamW,
 }
 
-impl AdamW {
-    pub fn new(vars: Vec<Var>, params: ParamsAdamW) -> Result<Self> {
+impl Optimizer for AdamW {
+    type Config = ParamsAdamW;
+
+    fn new(vars: Vec<Var>, params: ParamsAdamW) -> Result<Self> {
         let vars = vars
             .into_iter()
             .map(|var| {
@@ -123,19 +136,15 @@ impl AdamW {
         })
     }
 
-    pub fn new_lr(vars: Vec<Var>, learning_rate: f64) -> Result<Self> {
-        let params = ParamsAdamW {
-            lr: learning_rate,
-            ..ParamsAdamW::default()
-        };
-        Self::new(vars, params)
+    fn learning_rate(&self) -> f64 {
+        self.params.lr
     }
 
-    pub fn set_learning_rate(&mut self, lr: f64) {
+    fn set_learning_rate(&mut self, lr: f64) {
         self.params.lr = lr
     }
 
-    pub fn step(&mut self, grads: &candle::backprop::GradStore) -> Result<()> {
+    fn step(&mut self, grads: &candle::backprop::GradStore) -> Result<()> {
         self.step_t += 1;
         let lr = self.params.lr;
         let lambda = self.params.weight_decay;
@@ -166,9 +175,14 @@ impl AdamW {
         }
         Ok(())
     }
+}
 
-    pub fn backward_step(&mut self, loss: &Tensor) -> Result<()> {
-        let grads = loss.backward()?;
-        self.step(&grads)
+impl AdamW {
+    pub fn new_lr(vars: Vec<Var>, learning_rate: f64) -> Result<Self> {
+        let params = ParamsAdamW {
+            lr: learning_rate,
+            ..ParamsAdamW::default()
+        };
+        Self::new(vars, params)
     }
 }
diff --git a/candle-nn/tests/optim.rs b/candle-nn/tests/optim.rs
index 673d0455..841f65c8 100644
--- a/candle-nn/tests/optim.rs
+++ b/candle-nn/tests/optim.rs
@@ -8,12 +8,12 @@ use candle::test_utils::{to_vec0_round, to_vec2_round};
 
 use anyhow::Result;
 use candle::{Device, Tensor, Var};
-use candle_nn::{AdamW, Linear, Module, ParamsAdamW, SGD};
+use candle_nn::{AdamW, Linear, Module, Optimizer, ParamsAdamW, SGD};
 
 #[test]
 fn sgd_optim() -> Result<()> {
     let x = Var::new(0f32, &Device::Cpu)?;
-    let sgd = SGD::new(vec![x.clone()], 0.1);
+    let mut sgd = SGD::new(vec![x.clone()], 0.1)?;
     let xt = x.as_tensor();
     for _step in 0..100 {
         let loss = ((xt - 4.2)? * (xt - 4.2)?)?;
@@ -59,7 +59,7 @@ fn sgd_linear_regression() -> Result<()> {
     // Now use backprop to run a linear regression between samples and get the coefficients back.
     let w = Var::new(&[[0f32, 0.]], &Device::Cpu)?;
     let b = Var::new(0f32, &Device::Cpu)?;
-    let sgd = SGD::new(vec![w.clone(), b.clone()], 0.004);
+    let mut sgd = SGD::new(vec![w.clone(), b.clone()], 0.004)?;
     let lin = Linear::new(w.as_tensor().clone(), Some(b.as_tensor().clone()));
     for _step in 0..1000 {
         let ys = lin.forward(&sample_xs)?;