fix update params

[roywei]

Description

fix #14216
see detailed analysis in the issue.
I added a unit test although this may not be a common/correct use case in MXNet.

Checklist

Essentials

Please feel free to remove inapplicable items for your PR.

• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage:
• Unit tests are added for small changes to verify correctness (e.g. adding a new operator)
• Nightly tests are added for complicated/long-running ones (e.g. changing distributed kvstore)
• Build tests will be added for build configuration changes (e.g. adding a new build option with NCCL)
• Code is well-documented:
• For user-facing API changes, API doc string has been updated.
• For new C++ functions in header files, their functionalities and arguments are documented.
• For new examples, README.md is added to explain the what the example does, the source of the dataset, expected performance on test set and reference to the original paper if applicable
• Check the API doc at http:https://mxnet-ci-doc.s3-accelerate.dualstack.amazonaws.com/PR-$PR_ID/$BUILD_ID/index.html
• To the my best knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

Changes

add check for empty list

Comments

• If this change is a backward incompatible change, why must this change be made.
• Interesting edge cases to note here

[roywei]

@eric-haibin-lin @apeforest @ptrendx could you help take a look? Thanks!

[roywei]

@mxnet-label-bot add[Module, Optimizer, Python, pr-awaiting-review]

[ptrendx]

Incidentally, update in Gluon already does the right thing: https://github.com/apache/incubator-mxnet/blob/master/python/mxnet/gluon/trainer.py#L429

[ChaiBapchya]

LGTM! Thanks for that deep dive (finding the bug) and then resolving it!