Fix LR decay in TF Trainer
Author: jplu
Pull request: yes

This PR fixes mainly the issue #5045. It also provides a better alignment with the PT trainer with:

- a `set_seed()` function
- use the `logging_first_step` argument
- better logging message when training and load from checkpoint

Comments:
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/5051?src=pr&el=h1) Report
> Merging [#5051](https://codecov.io/gh/huggingface/transformers/pull/5051?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/9022ef021a56db975d25c7108cbd19d0dd399174&el=desc) will **increase** coverage by `0.84%`.
> The diff coverage is `6.66%`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/5051/graphs/tree.svg?width=650&height=150&src=pr&token=9qOlN6Hb1c)](https://codecov.io/gh/huggingface/transformers/pull/5051?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #5051      +/-   ##
==========================================
+ Coverage   77.08%   77.93%   +0.84%     
==========================================
  Files         138      138              
  Lines       23841    23855      +14     
==========================================
+ Hits        18379    18592     +213     
+ Misses       5462     5263     -199     
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/5051?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [src/transformers/trainer\_tf.py](https://codecov.io/gh/huggingface/transformers/pull/5051/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90cmFpbmVyX3RmLnB5) | `18.44% <6.66%> (-0.26%)` | :arrow_down: |
| [src/transformers/file\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/5051/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9maWxlX3V0aWxzLnB5) | `76.42% <0.00%> (-0.39%)` | :arrow_down: |
| [src/transformers/modeling\_tf\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/5051/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl91dGlscy5weQ==) | `85.86% <0.00%> (+0.14%)` | :arrow_up: |
| [src/transformers/modeling\_openai.py](https://codecov.io/gh/huggingface/transformers/pull/5051/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19vcGVuYWkucHk=) | `80.90% <0.00%> (+1.38%)` | :arrow_up: |
| [src/transformers/modeling\_tf\_openai.py](https://codecov.io/gh/huggingface/transformers/pull/5051/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl9vcGVuYWkucHk=) | `94.92% <0.00%> (+75.00%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/transformers/pull/5051?src=pr&el=continue).
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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/5051?src=pr&el=footer). Last update [9022ef0...ea9f19f](https://codecov.io/gh/huggingface/transformers/pull/5051?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).


Just rebase on master, should be ok to merge now, unless you have some other things you want me to change @LysandreJik ?