SageMaker Sharded Data Parallel Support for Trainer
Author: viclzhu
Pull request: yes

# What does this PR do?

This PR adds support for SageMaker Sharded Data Parallel with SMP version >= 1.15.

We mainly follow Deepspeed's checkpointing logic in our integration.
When sharded data parallel is enabled, we have special checkpointing logic. 
We do not save the full model by default (with `save_model`) as it is an expensive synchronization action like Deepspeed. Instead, the user can enable full model saving by adding an environment variable called `HF_TRAINER_SMP_SDP_SAVE_FULL_MODEL` in their user script. 

SageMaker Model Parallel saves these SDP partial checkpoints in a folder with a "_partial" appended to the input tag.

## Before submitting
- [ ] This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
- [x] Did you read the [contributor guideline](https://github.com/huggingface/transformers/blob/main/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/main/docs), and
      [here are tips on formatting docstrings](https://github.com/huggingface/transformers/tree/main/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:

- text models: @ArthurZucker and @younesbelkada
- vision models: @amyeroberts and @NielsRogge
- speech models: @sanchit-gandhi
- graph models: @clefourrier

Library:

- flax: @sanchit-gandhi
- generate: @gante
- pipelines: @Narsil
- tensorflow: @gante and @Rocketknight1
- tokenizers: @ArthurZucker
- trainer: @sgugger

Integrations:

- deepspeed: HF Trainer: @stas00, Accelerate: @pacman100
- ray/raytune: @richardliaw, @amogkam

Documentation: @sgugger, @stevhliu and @MKhalusova

HF projects:

- accelerate: [different repo](https://github.com/huggingface/accelerate)
- datasets: [different repo](https://github.com/huggingface/datasets)
- diffusers: [different repo](https://github.com/huggingface/diffusers)
- rust tokenizers: [different repo](https://github.com/huggingface/tokenizers)

Maintained examples (not research project or legacy):

- Flax: @sanchit-gandhi
- PyTorch: @sgugger
- TensorFlow: @Rocketknight1

 -->


Comments:
The docs for this PR live [here](https://moon-ci-docs.huggingface.co/docs/transformers/pr_21549). All of your documentation changes will be reflected on that endpoint.

@sgugger 

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