Use better coding style in optim.py

[MarisaKirisame]

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[egrefen]

Thanks for submitting a PR. I'm afraid this would break how we do book-keeping (i.e. matching the index of a grad target to a particular parameter) when applying gradients in differentiable optimizer. The way grad_targets was written was intentional: we do want to keep tensors that require grad in the list, yet guarantee that a None will come when taking gradients.