the Sigopt api is outdated in transformers trainer.py, the old api could not work
### System Info

- `transformers` version: 4.21.0.dev0
- Platform: Linux-5.8.0-43-generic-x86_64-with-glibc2.29
- Python version: 3.8.10
- Huggingface_hub version: 0.7.0
- PyTorch version (GPU?): 1.11.0+cu113 (True)
- Tensorflow version (GPU?): 2.9.1 (False)
- Flax version (CPU?/GPU?/TPU?): 0.5.0 (cpu)
- Jax version: 0.3.6
- JaxLib version: 0.3.5
- Using GPU in script?: <fill in>
- Using distributed or parallel set-up in script?: <fill in>


### Who can help?

@sgugger 

### Information

- [ ] The official example scripts
- [ ] My own modified scripts

### Tasks

- [ ] An officially supported task in the `examples` folder (such as GLUE/SQuAD, ...)
- [ ] My own task or dataset (give details below)

### Reproduction

1.enable sigopt HPO in example and run.
2. work log like"UserWarning: You're currently using the old SigOpt Experience. Try out the new and improved SigOpt experience by getting started with the docs today. You have until July 2022 to migrate over without experiencing breaking changes."

### Expected behavior

HPO with sigopt backend could work correctly without warning