Option of doing optimizer.zero_grad(set_to_none=True). 
🚀 Feature

An option to set gradients to None instead of zero. This was introduced in PyTorch 1.7. Documentation.
Motivation
Training Speed improvements, as discussed by PyTorch here.
Pitch
I changed Line 1400 of https://github.com/PyTorchLightning/pytorch-lightning/blob/master/pytorch_lightning/core/lightning.py.
From
def optimizer_zero_grad(self, epoch: int, batch_idx: int, optimizer: Optimizer, optimizer_idx: int):  
    optimizer.zero_grad()

To
def optimizer_zero_grad(self, epoch: int, batch_idx: int, optimizer: Optimizer, optimizer_idx: int):
     optimizer.zero_grad(set_to_none=True)

I achieved a modest speedup in my training. In my case of 4096 image epoch, batchsize 32.
My times before the change were 41.42s, and after were 41.05s. Measured as the min over three runs.