PL: --adafactor option
Author: sshleifer
Pull request: yes

CC @moscow25, @patil-suraj 

I used the "External LR" setup and verified that is saves a significant amount of memory on pegasus finetuning.

Happy to add to Trainer.



Comments:
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/6776?src=pr&el=h1) Report
> Merging [#6776](https://codecov.io/gh/huggingface/transformers/pull/6776?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/42fddacd1cac3cc57c3326aa51a409f5090b1261?el=desc) will **decrease** coverage by `0.99%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/6776/graphs/tree.svg?width=650&height=150&src=pr&token=9qOlN6Hb1c)](https://codecov.io/gh/huggingface/transformers/pull/6776?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #6776      +/-   ##
==========================================
- Coverage   78.47%   77.48%   -1.00%     
==========================================
  Files         157      157              
  Lines       28569    28569              
==========================================
- Hits        22420    22137     -283     
- Misses       6149     6432     +283     
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/6776?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [src/transformers/modeling\_reformer.py](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19yZWZvcm1lci5weQ==) | `16.87% <0.00%> (-79.30%)` | :arrow_down: |
| [src/transformers/configuration\_reformer.py](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9jb25maWd1cmF0aW9uX3JlZm9ybWVyLnB5) | `21.62% <0.00%> (-78.38%)` | :arrow_down: |
| [src/transformers/modeling\_tf\_openai.py](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl9vcGVuYWkucHk=) | `22.58% <0.00%> (-72.26%)` | :arrow_down: |
| [src/transformers/modeling\_tf\_flaubert.py](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl9mbGF1YmVydC5weQ==) | `24.53% <0.00%> (-63.81%)` | :arrow_down: |
| [src/transformers/modeling\_marian.py](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19tYXJpYW4ucHk=) | `60.00% <0.00%> (-30.00%)` | :arrow_down: |
| [src/transformers/tokenization\_ctrl.py](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fY3RybC5weQ==) | `78.64% <0.00%> (-17.48%)` | :arrow_down: |
| [src/transformers/tokenization\_xlm\_roberta.py](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25feGxtX3JvYmVydGEucHk=) | `84.52% <0.00%> (-10.72%)` | :arrow_down: |
| [src/transformers/activations.py](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9hY3RpdmF0aW9ucy5weQ==) | `85.00% <0.00%> (-5.00%)` | :arrow_down: |
| [src/transformers/tokenization\_dpr.py](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90b2tlbml6YXRpb25fZHByLnB5) | `53.15% <0.00%> (-4.51%)` | :arrow_down: |
| [src/transformers/modeling\_bart.py](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19iYXJ0LnB5) | `95.05% <0.00%> (-0.35%)` | :arrow_down: |
| ... and [14 more](https://codecov.io/gh/huggingface/transformers/pull/6776/diff?src=pr&el=tree-more) | |

------

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> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/6776?src=pr&el=footer). Last update [42fddac...c769370](https://codecov.io/gh/huggingface/transformers/pull/6776?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).