Log gradient norms of any magnitude

[martenlienen]

What does this PR do?

After just having spent 3 hours trying to figure out, why some of parameters apparently receive no gradients, I found out that grad_norm arbitrarily decides that gradient norms less than 1e-4 are not worth knowing about and rounds them to zero. This PR fixes that.

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[carmocca]

Can you add a CHANGELOG entry? Under the "Changed" section

[awaelchli]

Great!

[martenlienen]

Thanks for the review and information. I have added a changelog entry.