text: Title: PetaStormDataModule throws error on teardown
  Body: **Environment:**
  1. Framework: (TensorFlow, Keras, PyTorch, MXNet) Pytorch Lighning
  2. Framework version:
  3. Horovod version:
  4. MPI version:
  5. CUDA version:
  6. NCCL version:
  7. Python version:
  8. Spark / PySpark version:
  9. Ray version:
  10. OS and version:
  11. GCC version:
  12. CMake version:
  
  **Checklist:**
  1. Did you search issues to find if somebody asked this question before?
  2. If your question is about hang, did you read [this doc](https://github.com/horovod/horovod/blob/master/docs/running.rst)?
  3. If your question is about docker, did you read [this doc](https://github.com/horovod/horovod/blob/master/docs/docker.rst)?
  4. Did you check if you question is answered in the [troubleshooting guide](https://github.com/horovod/horovod/blob/master/docs/troubleshooting.rst)?
  
  **Bug report:**
  Please describe erroneous behavior you're observing and steps to reproduce it.
  File "/usr/lib/python3.6/site-packages/horovod/spark/lightning/remote.py", line 299, in train
      trainer.fit(model, dataset)
    File "/usr/lib/python3.6/site-packages/pytorch_lightning/trainer/trainer.py", line 741, in fit
      self._fit_impl, model, train_dataloaders, val_dataloaders, datamodule, ckpt_path
    File "/usr/lib/python3.6/site-packages/pytorch_lightning/trainer/trainer.py", line 685, in _call_and_handle_interrupt
      return trainer_fn(*args, **kwargs)
    File "/usr/lib/python3.6/site-packages/pytorch_lightning/trainer/trainer.py", line 777, in _fit_impl
      self._run(model, ckpt_path=ckpt_path)
    File "/usr/lib/python3.6/site-packages/pytorch_lightning/trainer/trainer.py", line 1214, in _run
      self._call_teardown_hook()
    File "/usr/lib/python3.6/site-packages/pytorch_lightning/trainer/trainer.py", line 1464, in _call_teardown_hook
      self.datamodule.teardown(stage=fn)
    File "/usr/lib/python3.6/site-packages/pytorch_lightning/core/datamodule.py", line 474, in wrapped_fn
      fn(*args, **kwargs)
    File "/usr/lib/python3.6/site-packages/horovod/spark/lightning/datamodule.py", line 132, in teardown
      self.val_dl.close_async_loader()
  AttributeError: 'PetastormDataModule' object has no attribute 'val_dl'
  
  Seems like the val_dl is not initialized on setup, but is used in teardown
  