[Trainer] Make sure shown loss in distributed training is correctly averaged over all workers
Author: patrickvonplaten
Pull request: yes

# What does this PR do?

<!--
Congratulations! You've made it this far! You're not quite done yet though.

Once merged, your PR is going to appear in the release notes with the title you set, so make sure it's a great title that fully reflects the extent of your awesome contribution.

Then, please replace this with a description of the change and which issue is fixed (if applicable). Please also include relevant motivation and context. List any dependencies (if any) that are required for this change.

Once you're done, someone will review your PR shortly (see the section "Who can review?" below to tag some potential reviewers). They may suggest changes to make the code even better. If no one reviewed your PR after a week has passed, don't hesitate to post a new comment @-mentioning the same persons---sometimes notifications get lost.
-->

<!-- Remove if not applicable -->

Currently, the only the loss of the first workes is shown in distributed training. However I think it would be cleaner to show the averaged loss over all workers. In some setups (CTC speech recognition e.g.) the loss can vary quite a bit from worker to worker.


## Before submitting
- [ ] This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
- [ ] Did you read the [contributor guideline](https://github.com/huggingface/transformers/blob/master/CONTRIBUTING.md#start-contributing-pull-requests),
      Pull Request section?
- [ ] Was this discussed/approved via a Github issue or the [forum](https://discuss.huggingface.co/)? Please add a link
      to it if that's the case.
- [ ] Did you make sure to update the documentation with your changes? Here are the
      [documentation guidelines](https://github.com/huggingface/transformers/tree/master/docs), and
      [here are tips on formatting docstrings](https://github.com/huggingface/transformers/tree/master/docs#writing-source-documentation).
- [ ] Did you write any new necessary tests?


## Who can review?

Anyone in the community is free to review the PR once the tests have passed. Feel free to tag
members/contributors who may be interested in your PR.

<!-- Your PR will be replied to more quickly if you can figure out the right person to tag with @

 If you know how to use git blame, that is the easiest way, otherwise, here is a rough guide of **who to tag**.
 Please tag fewer than 3 people.

Models:

- albert, bert, xlm: @LysandreJik
- blenderbot, bart, marian, pegasus, encoderdecoder,  t5: @patrickvonplaten, @patil-suraj
- longformer, reformer, transfoxl, xlnet: @patrickvonplaten
- fsmt: @stas00
- funnel: @sgugger
- gpt2: @patrickvonplaten, @LysandreJik
- rag: @patrickvonplaten, @lhoestq
- tensorflow: @LysandreJik

Library:

- benchmarks: @patrickvonplaten
- deepspeed: @stas00
- ray/raytune: @richardliaw, @amogkam
- text generation: @patrickvonplaten
- tokenizers: @n1t0, @LysandreJik
- trainer: @sgugger
- pipelines: @LysandreJik

Documentation: @sgugger

HF projects:

- datasets: [different repo](https://github.com/huggingface/datasets)
- rust tokenizers: [different repo](https://github.com/huggingface/tokenizers)

Examples:

- maintained examples (not research project or legacy): @sgugger, @patil-suraj
- research_projects/bert-loses-patience: @JetRunner
- research_projects/distillation: @VictorSanh

 -->


Comments:
What do you think @sgugger , @stas00 ? Any good ideas of how to write a test for it?

> This would made things inconsistent, since all other metrics are for rank 0 and aren't averaged or even measured.

All metrics (apart from the speed/RAM metrics) are computed on gathered predictions and labels, so this would actually make things more consistent. The validation loss for instance is the validation loss across all processes.

Oh, if it's just speed/mem metrics, then of course go for it. I wonder if we should then flag in the reports that speed/mem metrics are for gpu0. But we can tackle it in another PR.

Verified that the new line works for distributed training. Should I add a test here @sgugger ?