TF: Add informative warning for inexistent CPU backprop ops
# What does this PR do?

Some TF operations do not support backpropagation on CPU, namely convolutions with the `groups` argument set ([related issue on Keras](https://github.com/keras-team/keras/issues/15713)). Sadly, the exception thrown is very uninformative and makes no mention of hardware problems if there is no GPU on the system (but it does if the machine has a GPU). This PR adds an informative warning in case a user loads the affected models.

Fixes #15114
Fixes #15059

_The documentation is not available anymore as the PR was closed or merged._<|||||>Example of the warning:
<img width="1512" alt="image" src="https://user-images.githubusercontent.com/12240844/153624301-9b171959-66c1-4a24-bb59-e86673192e6a.png">
<|||||>(Merging as soon as tests pass, as this just adds a warning)