Bug fix: Remove client optimizer param_group list item that does not have 'params' (#827)

Co-authored-by: Jeff Rasley <jerasley@microsoft.com>

deepspeed/runtime/engine.py

@@ -585,6 +585,12 @@ class DeepSpeedEngine(Module):
     def _configure_optimizer(self, client_optimizer, model_parameters):
 
         if client_optimizer is not None:
+            client_optimizer.param_groups[:] = [
+                pg for pg in client_optimizer.param_groups if len(pg["params"]) != 0
+            ]
+            logger.info(
+                "Removing param_group that has no 'params'in the client Optimizer")
+
             basic_optimizer = client_optimizer
             if self.global_rank == 0:
                 logger.info('Using client Optimizer as basic optimizer')