Feature: optimizer.zero_grad() speed up option

[ditwoo]

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Description

Related Issue

Type of Change

• Examples / docs / tutorials / contributors update
• Bug fix (non-breaking change which fixes an issue)
• Improvement (non-breaking change which improves an existing feature)
• New feature (non-breaking change which adds functionality)
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[ditwoo]

@Scitator
Could you please suggest some fast (in terms of test speed) test to implement to check that loss function is decreased?
Or should i check gradients? What do you think?

[Scitator]

1 tiny improvement and we are ready to merge :)

[mergify]

This pull request is now in conflicts. @ditwoo, could you fix it? 🙏