[DeepSpeed] decouple DeepSpeedConfigHF from Trainer (#11966)

* decouple DeepSpeedConfigHF from Trainer

* add LoggingLevel ctx manager; add new test

* cleanup

* add docs

* Apply suggestions from code review

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

* implemented suggested renames

* formatter workaround

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

docs/source/main_classes/deepspeed.rst

@@ -0,0 +1,56 @@
+..
+    Copyright 2020 The HuggingFace Team. All rights reserved.
+
+    Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with
+    the License. You may obtain a copy of the License at
+
+        http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on
+    an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the
+    specific language governing permissions and limitations under the License.
+
+HfDeepSpeedConfig
+-----------------------------------------------------------------------------------------------------------------------
+
+The :class:`~transformers.integrations.HfDeepSpeedConfig` is used to integrate Deepspeed into the 🤗 Transformer core
+functionality, when :class:`~transformers.Trainer` is not used.
+
+When using :class:`~transformers.Trainer` everything is automatically taken care of.
+
+When not using :class:`~transformers.Trainer`, to efficiently deploy DeepSpeed stage 3, you must instantiate the
+:class:`~transformers.integrations.HfDeepSpeedConfig` object before instantiating the model.
+
+For example for a pretrained model:
+
+.. code-block:: python
+
+    from transformers.integrations import HfDeepSpeedConfig
+    from transformers import AugoModel
+
+    ds_config = { ... } # deepspeed config object or path to the file
+    # must run before instantiating the model
+    dschf = HfDeepSpeedConfig(ds_config) # keep this object alive
+    model = AutoModel.from_pretrained("gpt2")
+    engine = deepspeed.initialize(model=model, config_params=ds_config, ...)
+
+or for non-pretrained model:
+
+.. code-block:: python
+
+    from transformers.integrations import HfDeepSpeedConfig
+    from transformers import AugoModel, AutoConfig
+
+    ds_config = { ... } # deepspeed config object or path to the file
+    # must run before instantiating the model
+    dschf = HfDeepSpeedConfig(ds_config) # keep this object alive
+    config = AutoConfig.from_pretrained("gpt2")
+    model = AutoModel.from_config(config)
+    engine = deepspeed.initialize(model=model, config_params=ds_config, ...)
+
+
+HfDeepSpeedConfig
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+.. autoclass:: transformers.integrations.HfDeepSpeedConfig
+    :members: