[Deepspeed] various fixes
This PR includes a few small fixes in config files, tests and docs:

- replace deprecated config `cpu_offload` with `offload_optimizer`
- `sub_group_size` setting was too big - needing too much GPU RAM

@sgugger 
That's a good call, Sylvain. I think the deprecation warning has been showing up long enough that I didn't bother checking. But I did check now and all is good it was done before deepspeed==0.3.16 was released ([commit](https://github.com/microsoft/DeepSpeed/commit/0d4a54a04d658db40a120bc10c6f1f1a4478f6f1)) and I retested with 0.3.16 just to be sure.