Optimizers are broken with auto_lr_find=True since 1.1.4
🐛 Bug
It seems like #5244 (which went out with 1.1.4) caused some bad interaction with auto_lr_find=True.
Specifically, lightning_optimizers are now cached on the Trainer. However, if we update the lr with auto_lr_find=True, we would expect the optimizers returned from configure_optimizers to change -- so that the lightning_optimizers need to be updated -- but this is no longer handled because we no longer re-wrap the optimizers  in the general case.
The outcome for me is that training just doesnt converge because we're updating the wrong optimizer.
Please reproduce using the BoringModel
https://colab.research.google.com/drive/1PJGOBSUdl5_-U9O-fvo83V1On6_siwAC?usp=sharing
To Reproduce
See the colab^
Expected behavior
Training should work!
Environment

CUDA:

GPU:

Tesla T4


available:         True
version:           10.1


Packages:

numpy:             1.19.5
pyTorch_debug:     False
pyTorch_version:   1.7.1+cu101
pytorch-lightning: 1.2.1
tqdm:              4.41.1


System:

OS:                Linux
architecture:

64bit



processor:         x86_64
python:            3.7.10
version:           #1 SMP Thu Jul 23 08:00:38 PDT 2020



Additional context


This was a pretty frustrating bug to track down, it broke training on my model in a super unconnected way and I had to literally git bisect both my repo and pytorch-lightning's repo to find it.


It's scary to me that the bug seems to have gone unnoticed for so many versions -- does no one use auto_lr_find=True? Are there no test cases checking this combination?