[s2s trainer] fix DP mode
This PR:

* [x] fixes https://github.com/huggingface/transformers/issues/8822 which currently crashes under multigpu and w/o an explicit ddp mode
* [x] adds tests
* [x] makes `finetune_trainer.py` executable/runnable

@patrickvonplaten, @sgugger 
moving the discussion out of the review commentary as it disappears as soon as it's resolved, so it's best to discuss it in the normal comments as this is what this PR is trying to solve.

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Oh, I see - thank you for catching that. So I didn't solve the actual problem, but had a luck of hiding it under the carpet.

The problem is that the `distributed=...` is wrong here - it is currently coded to expect ddp when `distributed==True` and not dp. dp doesn't have `get_world_size()`/etc and so it fails, so should that arg be called `dpp` instead of `distributed`? But in any case the correct solution is then:
```
                self.train_dataset.make_sortish_sampler(
                    self.args.per_device_train_batch_size, distributed=self.args.local_rank != -1)
```
or re-coded to handle dp too? I don't know the initial intention - should it support `sortish_sampler` under dp or not?

we need to know whether to:

1. recode  `make_sortish_sampler` to support dp (can't use `get_world_size()`/etc)
2. recode `make_sortish_sampler` to change its `distributed` arg to `dpp`, so that it only does the special case for dpp.

And somewhat unrelated to the actual bug, I'd like to repeat the request at https://github.com/huggingface/transformers/issues/8822 - let's have a simple flag so that the downstream code knows which mode it is under and not via checking ranks and n_gpus which is very confusing and error-prone.<|||||>Here is where the problem happens with dp:

https://github.com/huggingface/transformers/blob/9995a341c9d68a9963d86c506d17330b3ad813f9/examples/seq2seq/utils.py#L361-L368

So `dist.is_available()` returns `True` under `dp`, but `dist.get_world_size()` fails, since it only works under `dpp` and requires `torch.distributed.init_process_group()` which doesn't get called under `dp`.<|||||>In `DataParallel` mode, you don't need to do anything to your datalaoder (only in DistributedDataParallel where you need to split the batches across the various processes somehow) so you should make a regular datalaoder in that case.
In general, the only proper way to detect if you are in distributed data parallel is to look at the test `local_rank != -1` as `torch.distributed` can give you false information there. I agree it would all be much easier if the training arguments contained something that directly gives the distributed environment. <|||||>> In `DataParallel` mode, you don't need to do anything to your datalaoder (only in DistributedDataParallel where you need to split the batches across the various processes somehow) so you should make a regular datalaoder in that case.

Great, so then should we change the signature to make it clear ddp is wanted and not any distributed:

```
- def make_sortish_sampler(self, batch_size, distributed=False, shuffle=True, **kwargs):
+ def make_sortish_sampler(self, batch_size, ddp=False, shuffle=True, **kwargs):
```

and adjust the invocations accordingly?

> In general, the only proper way to detect if you are in distributed data parallel is to look at the test `local_rank != -1` as `torch.distributed` can give you false information there. I agree it would all be much easier if the training arguments contained something that directly gives the distributed environment.

Great. Should we create a feature request for that?
<|||||>I think there is a misunderstanding on the terminology: `DataParallel` is not distributed: distributed means launching several processes with the same script. The package `torch.distributed` does not return anything useful for `DataParallel` and ddp stands for *distributed* data parallel, so leaving that argument as distributed seems better to me.

> Great. Should we create a feature request for that?

We can do that, yes.<|||||>If you stick to the specific implementation, yes, dpp is the only distributed mode. But logically it doesn't make sense. DP is just as distributed as DPP, just isn't using the `torch.distributed`, so it's not a very clear distinction and will lead to such confusions all over. 

As an example if you look at this function usage pattern it's mostly `dataset.make_sortish_sampler(batch_size, distributed=self.hparams.gpus > 1)` which clearly implies for any multi gpu mode (and erroneously so).<|||||>I disagree, in the sense that code use PyTorch should stick with the PyTorch naming conventions. They chose to have a not distributed `DataParallel`, so we should honor that in our naming as well. In Distributed data parallel, you have to use a `DistributedSampler` (but not in `DataParallel`) etc. Those are all *parallel* modes (as you're training with multiple GPUs) but only one is *distributed*.<|||||>That is a reasonable choice to follow. I'm only flagging how this leads to coding errors when a developer assumes that n_gpu> 1 == ddp. So perhaps some extra support is needed there.<|||||>Let's see how it goes once we add the "distributed_env" to `TrainingArguments`!<|||||>@sgugger, please kindly review at your convenience - I addressed all the issues you have raised - all should be good - CI failures are unrelated. Thank you!<|||||>> Perfect, thanks a lot for humoring me and my annoying comments :-)

On the contrary, your comments were excellent and to the point. 

I was just slow on getting your point of view since in my mind if we solve a problem on multiple gpus it's distributed across multiple-gpus, regardless of the way it's implemented. But here distributed means distributed across multiple processes. Different semantics.<|||||>So this is probably wrong too:

```
# examples/seq2seq/finetune.py:  
sampler = dataset.make_sortish_sampler(batch_size, distributed=self.hparams.gpus > 1)
```

But that's code base on PL.

@patil-suraj, may be you could have a look when you start working at this one? I suspect that it should do a different check for distributed and not check the number of gpus. Let me know if you prefer that I open a separate issue.
<|||||>Dunno how PL works.<|||||>> Let's see how it goes once we add the "distributed_env" to `TrainingArguments`!

Added a feature request: https://github.com/huggingface/transformers/issues/8858<|||||>Thank you HuggingFace Team and @stas00 , I cannot express how much I appreciate your efforts. 