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How to apply gradient clip in fused optimizer? #5176

Description

@acmilannesta

I noticed that my embedding bag parameters exploded. Is there a way I could apply gradient clip.
I'm using EmbOptimType.EXACT_ROWWISE_ADAGRAD

Here is the code

    sharder_with_optim_params = EmbeddingBagCollectionSharder(
        fused_params={
            'optimizer': EmbOptimType.EXACT_ROWWISE_ADAGRAD,
            'learning_rate': 0.01,
            'eps': 1e-8,
        },
    )

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