Add SigOpt HPO to transformers trainer api (#13572)

* add sigopt hpo to transformers.

Signed-off-by: Ding, Ke <ke.ding@intel.com>

* extend sigopt changes to test code and others..

Signed-off-by: Ding, Ke <ke.ding@intel.com>

* Style.

* fix style for sigopt integration.

Signed-off-by: Ding, Ke <ke.ding@intel.com>

* Add necessary information to run unittests on SigOpt.

Co-authored-by: Morgan Funtowicz <funtowiczmo@gmail.com>

src/transformers/testing_utils.py

@@ -51,7 +51,7 @@ from .file_utils import (
     is_torchaudio_available,
     is_vision_available,
 )
-from .integrations import is_optuna_available, is_ray_available
+from .integrations import is_optuna_available, is_ray_available, is_sigopt_available
 
 
 SMALL_MODEL_IDENTIFIER = "julien-c/bert-xsmall-dummy"
@@ -511,6 +511,19 @@ def require_ray(test_case):
         return test_case
 
 
+def require_sigopt(test_case):
+    """
+    Decorator marking a test that requires SigOpt.
+
+    These tests are skipped when SigOpt isn't installed.
+
+    """
+    if not is_sigopt_available():
+        return unittest.skip("test requires SigOpt")(test_case)
+    else:
+        return test_case
+
+
 def require_soundfile(test_case):
     """
     Decorator marking a test that requires soundfile