run_swag.py should use AdamW
Author: jeff-da
Pull request: yes

run_swag.py doesn't compile currently, BertAdam is removed (per readme).

Comments:
# [Codecov](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=h1) Report
> Merging [#951](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/pytorch-transformers/commit/44dd941efb602433b7edc29612cbdd0a03bf14dc?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951/graphs/tree.svg?width=650&token=9qOlN6Hb1c&height=150&src=pr)](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master     #951   +/-   ##
=======================================
  Coverage   79.04%   79.04%           
=======================================
  Files          34       34           
  Lines        6242     6242           
=======================================
  Hits         4934     4934           
  Misses       1308     1308
```



------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=footer). Last update [44dd941...a5e7d11](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).


# [Codecov](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=h1) Report
> Merging [#951](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/pytorch-transformers/commit/44dd941efb602433b7edc29612cbdd0a03bf14dc?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951/graphs/tree.svg?width=650&token=9qOlN6Hb1c&height=150&src=pr)](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master     #951   +/-   ##
=======================================
  Coverage   79.04%   79.04%           
=======================================
  Files          34       34           
  Lines        6242     6242           
=======================================
  Hits         4934     4934           
  Misses       1308     1308
```



------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=footer). Last update [44dd941...a5e7d11](https://codecov.io/gh/huggingface/pytorch-transformers/pull/951?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).


Added a few comments. If you take a look at the `run_glue` and `run_squad` examples, you'll see they are much simpler now in term of optimizer setup. This example could take advantage of the same refactoring if you want to give it a look!

Thanks for this @jeff-da, we'll close this PR in favor of #1004 for now.
Feel free to re-open if there are other things you would like to change.