`AutoConfig` doesn't support `gpt-neox`
Author: mkshing
Pull request: no

@patil-suraj
## Environment info
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- `transformers` version: v4.11.3
- Platform: Macbook (CPU)
- Python version: 3.8.10
- PyTorch version (GPU?): 1.10.0(CPU)
- Tensorflow version (GPU?): I don't use it
- Using GPU in script?: no
- Using distributed or parallel set-up in script?: no

### Who can help
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- Blenderbot, MBART: @patil-suraj
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- GPT-Neo, GPT-J, CLIP: @patil-suraj
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## Information

Model I am using (Bert, XLNet ...): GPT-NeoX

The problem arises when using:
* [ ] the official example scripts: (give details below)
* [x] my own modified scripts: (give details below)

The tasks I am working on is:
* [ ] an official GLUE/SQUaD task: (give the name)
* [x] my own task or dataset: (give details below)

## To reproduce

```python3
from transformers import AutoConfig
config = AutoConfig.from_pretrained(PRIVATE_GPT_NEOX_MODEL_PATH)
```
```
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-6-7344d2d8cc3c> in <module>
      1 from transformers import AutoConfig
----> 2 config = AutoConfig.from_pretrained(GPT_NEOX_1B_MODEL)

/opt/anaconda3/lib/python3.8/site-packages/transformers/models/auto/configuration_auto.py in from_pretrained(cls, pretrained_model_name_or_path, **kwargs)
    527         config_dict, _ = PretrainedConfig.get_config_dict(pretrained_model_name_or_path, **kwargs)
    528         if "model_type" in config_dict:
--> 529             config_class = CONFIG_MAPPING[config_dict["model_type"]]
    530             return config_class.from_dict(config_dict, **kwargs)
    531         else:

/opt/anaconda3/lib/python3.8/site-packages/transformers/models/auto/configuration_auto.py in __getitem__(self, key)
    276     def __getitem__(self, key):
    277         if key not in self._mapping:
--> 278             raise KeyError(key)
    279         value = self._mapping[key]
    280         module_name = model_type_to_module_name(key)

KeyError: 'gpt-neox'
```
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## Expected behavior
The reason why I need to load gpt-neox from Auto is because my code will be capable to load multiple kinds of models. To achieve it, I use `AutoConfig.from_pretrained(model_path)` to identify `model_type` before loading the model. 
My expectation would be supporting `gpt-neox` in `AutoConfig` or providing other nicer ways. 
Thank you in advance!

Comments:
@patil-suraj I found the problem in my code. Because I defined the `gpt-neox` model by my own custom class, of course, `transformers` couldn't recognize it! My apologies! I will close this issue.