[GPT2] Fix gradient checkpointing bug
Author: yhl48
Pull request: yes

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Fixes #21737 


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- [ ] This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
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      to it if that's the case. -- #21737 
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Comments:
_The documentation is not available anymore as the PR was closed or merged._

cc @gante 

Hey @yhl48 👋 to make our CI pass, you'll have to run `make fix-copies` on your `transformers` folder, and then push the code again.

In a nutshell, we have a system in place that ensures that the code in a few models stays the synchronized. `make fix-copies` pushes the changes of the canonical models (such as GPT2) into the others :)

@yhl48 uhmmm something went wrong. What does your terminal print after running `make fix-copies`?

```
python utils/check_copies.py --fix_and_overwrite
python utils/check_table.py --fix_and_overwrite
python utils/check_dummies.py --fix_and_overwrite
python utils/check_task_guides.py --fix_and_overwrite
```

I think the file `transformers/src/transformers/models/decision_transformer/modeling_decision_transformer.py` has to be edited as well.

Also because I was working on the main branch locally and pushed to a different branch, so that has caused some confusion with #21773. I should probably keep just one of #21772 and #21773, fixing the two models in one PR.

@yhl48 since this contains the changes of #21773, I'm going to merge this one and close the other PR :)