Add Deepspeed Zero 3 MiCS support

[hehepig4]

What does this PR do?

After deepspeed 0.9.2, they provided Mics support, which can specify how to split parameters across devices in Zero stage 3 reference.

To activate MiCS, users should add 'mics_shard_size' in deepspeed config, and use 'deepspeed.zero.MiCS_Init' instead of 'deepspeed.zero.Init' when initializing models. Issues occur when:

1. Specify mics_shard_size>0 while using deepspeed.zero.Init causes exceptions.

The core changes are done by altering zero.Init in DeepSpeedStrategy.model_sharded_context (line 519 in lightning.pytorch.strategies.deepspeed.py) when detecting 'mics_shard_size' in deepspeed zero_optmization config.

Fixes & adds support for #20378

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📚 Documentation preview 📚: https://pytorch-lightning--20461.org.readthedocs.build/en/20461/

[codecov]

Codecov Report

❌ Patch coverage is 0% with 9 lines in your changes missing coverage. Please review.
✅ Project coverage is 87%. Comparing base (ce038e8) to head (b4ab477).
⚠️ Report is 22 commits behind head on master.

Additional details and impacted files

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[lantiga]

This is great, thanks for the contribution @hehepig4

[lantiga]

let's see how CI goes and we can proceed

[lantiga]

In the meantime @hehepig4, would you be willing to add a mention to this in the relevant docs section?

https://github.com/Lightning-AI/pytorch-lightning/blob/master/docs/source-pytorch/advanced/model_parallel/deepspeed.rst

Also ideally we could make the same exact change in Fabric as well:
https://github.com/Lightning-AI/pytorch-lightning/blob/master/src/lightning/fabric/strategies/deepspeed.py#L376

[hehepig4]

Thanks! I will first work on docs, then fabric.

[lantiga]

Looks great, thanks for the updates. I see CI is going out of memory, I need to further investigate.

[stale]

This pull request has been automatically marked as stale because it has not had recent activity. It will be closed in 7 days if no further activity occurs. If you need further help see our docs: https://lightning.ai/docs/pytorch/latest/generated/CONTRIBUTING.html#pull-request or ask the assistance of a core contributor here or on Discord. Thank you for your contributions.

[stale]

This pull request has been automatically marked as stale because it has not had recent activity. It will be closed in 7 days if no further activity occurs. If you need further help see our docs: https://lightning.ai/docs/pytorch/latest/generated/CONTRIBUTING.html#pull-request or ask the assistance of a core contributor here or on Discord. Thank you for your contributions.

[Borda]

What is the min version to support this?

[hehepig4]

Thanks for your review. MICS was implemented after ds 0.9.2, and my test env is with ds 0.16.0.

[Shoumik-Gandre]

Does this need help? I can take a crack at this problem.