Make optimizers skippable when using amp

[yifuwang]

What does this PR do?

Fixes #4524 and #7792. Currently users run into the following error when skipping an optimizer with amp enabled:

assert len(optimizer_state["found_inf_per_device"]) > 0, "No inf checks were recorded for this optimizer."

This is because GradScaler isn't happy with stepping an optimizer when none of the parameters it tracks has gradient.

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[codecov]

Codecov Report

Merging #7975 (b4ef91e) into master (78a14a3) will decrease coverage by 5%.
The diff coverage is 0%.

@@           Coverage Diff           @@
##           master   #7975    +/-   ##
=======================================
- Coverage      92%     87%    -5%     
=======================================
  Files         207     207            
  Lines       13368   13370     +2     
=======================================
- Hits        12238   11602   -636     
- Misses       1130    1768   +638     

[justusschock]

LGTM

[Borda]

@yifuwang pls add changelog entry

[yifuwang]

@Borda thanks for the reminder! Updated.

[carmocca]

@yifuwang bit late but I remembered we also need to update:

https://github.com/PyTorchLightning/pytorch-lightning/blob/b71aa55b9e81dd5cabb0ddf6b57dae916de6f2bf/pytorch_lightning/core/lightning.py#L597