[optim] fix: empty grad support for SparseAdam

[kshitij12345]

Fixes #82486

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[albanD]

SGTM
Thanks for the full testing!

[kshitij12345]

@pytorchbot merge -g

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[kshitij12345]

@pytorchbot merge -f "CI failure looks irrelevant"

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Hey @kshitij12345.
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For changes that are 'topic: not user facing' there is no need for a release notes label.