grad clip correctness #136

Hello, I'm using higher for bilevel optimization and need to do gradient clipping in the lower level problem. I know that this can be done with a callback on the step() method, but when I take the gradient with respect to the lower level optimization, the computed gradient doesn't match with the finite difference results. I double checked that the higher version of optimizer gives the same optimization trajectory as their vanilla versions, so the callback gradient clip should be correct. In addition, the implemented finite difference check passes when gradient clipping is disabled.

Here is a fairly minimal example:
bilevel_example_checkgrad.zip
which is adapted from https://github.com/vis-opt-group/IAPTT-GM/blob/main/experiment/Numerical.py. Can someone see if this is correct? Many thanks!