[Eager] concat_double_grad fill zero for empty grads (#44252)

paddle/fluid/eager/auto_code_generator/final_state_generator/codegen_utils.py

@@ -32,7 +32,7 @@ ops_to_fill_zero_for_empty_grads = set([
     "square_double_grad", "celu_double_grad", "pad_double_grad",
     "pad3d_double_grad", "squeeze_double_grad", "unsqueeze_double_grad",
     "instance_norm_double_grad", "conv3d_double_grad",
-    "depthwise_conv2d_grad_grad"
+    "depthwise_conv2d_grad_grad", "concat_double_grad"
 ])
 
 # For API dispatch used at python-level