Fix - remove deprecated args checking in deepspeed intergrations
Author: nguyen599
Pull request: yes

# What does this PR do?

`adafactor` training args removed in this pr [#41017](https://github.com/huggingface/transformers/pull/41017).

This PR remove adafactor checking in the deepspeed intergrations.

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Fixes # (issue)


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Comments:
cc @sunmarc @mekkcyber

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