Muellerzr fix deepspeed
# What does this PR do?

This PR fixes the slow tests by avoiding a recursion issue with `self.n_gpus`. It has `self.n_gpu` first check to see if we've assigned/spawned `self._n_gpu`, and if not then call setup_devices. This let's us maintain the clean `ParallelMode.DISTRIBUTED` check, without needing the complex check block in `setup_devices`.

I've confirmed DeepSpeed tests pass.

If we'd rather not do this, then the logic at https://github.com/huggingface/transformers/blob/main/src/transformers/training_args.py#L1732-L1735 would need to be repeated (which can be done, just a bit messy)

Fixes # (issue)

Failing deepspeed tests on nightly


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- [ ] This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
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      Pull Request section?
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- [ ] Did you write any new necessary tests?


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@sgugger

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