Performance (perplexity) decrease after conversion megatronGTP2 to hugging face model
### System Info

```shell
transformers==4.19.2
PyTorch: 1.11.0
CUDA: cu11.0
Train GPUs: 1node (A100 8gpus)
Test GPUs: A100 1gpu
Megatron-LM: https://github.com/NVIDIA/Megatron-LM
```


### Who can help?

@younesbelkada 

### Information

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

### Tasks

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

### Reproduction

1. Pretrain my own megatronGPT2 on corpus almost similar to that used in a pre-trained megatronGPT2 by Nvidia (https://ngc.nvidia.com/catalog/models/nvidia:megatron_lm_345m)
   - I used same vocab and merge files with megatronGPT2 by Nvidia
      - vocab: https://s3.amazonaws.com/models.huggingface.co/bert/gpt2-vocab.json
      - merge: https://s3.amazonaws.com/models.huggingface.co/bert/gpt2-merges.txt 
2. Test perpexity on WIKITEXT103 testset and compare performance of the above pre-trained megatronGPT2 models using evaluation script
   - https://github.com/NVIDIA/Megatron-LM/blob/main/tasks/main.py
3. Convert the above pre-trained models to hugging models using the conversion script in transformers
   - https://github.com/huggingface/transformers/blob/main/src/transformers/models/megatron_gpt2/convert_megatron_gpt2_checkpoint.py
   - Belows show the config files of converted models. `activation_function` and `vocab_size` are different.
```
   - Mine
   {
  "activation_function": "gelu_fast",
  "architectures": [
    "GPT2LMHeadModel"
  ],
  "attn_pdrop": 0.1,
  "bos_token_id": 50256,
  "embd_pdrop": 0.1,
  "eos_token_id": 50256,
  "initializer_range": 0.02,
  "layer_norm_epsilon": 1e-05,
  "model_type": "gpt2",
  "n_embd": 1024,
  "n_head": 16,
  "n_inner": 4096,
  "n_layer": 24,
  "n_positions": 1024,
  "reorder_and_upcast_attn": false,
  "resid_pdrop": 0.1,
  "scale_attn_by_inverse_layer_idx": false,
  "scale_attn_weights": true,
  "summary_activation": null,
  "summary_first_dropout": 0.1,
  "summary_proj_to_labels": true,
  "summary_type": "cls_index",
  "summary_use_proj": true,
  "tokenizer_class": "GPT2TokenizerFast",
  "transformers_version": "4.19.2",
  "use_cache": true,
  "vocab_size": 50304
}
```

```
   - Nvidia
   {
  "activation_function": "gelu_new",
  "architectures": [
    "GPT2LMHeadModel"
  ],
  "attn_pdrop": 0.1,
  "bos_token_id": 50256,
  "embd_pdrop": 0.1,
  "eos_token_id": 50256,
  "initializer_range": 0.02,
  "layer_norm_epsilon": 1e-05,
  "model_type": "gpt2",
  "n_embd": 1024,
  "n_head": 16,
  "n_inner": 4096,
  "n_layer": 24,
  "n_positions": 1024,
  "reorder_and_upcast_attn": false,
  "resid_pdrop": 0.1,
  "scale_attn_by_inverse_layer_idx": false,
  "scale_attn_weights": true,
  "summary_activation": null,
  "summary_first_dropout": 0.1,
  "summary_proj_to_labels": true,
  "summary_type": "cls_index",
  "summary_use_proj": true,
  "tokenizer_class": "GPT2TokenizerFast",
  "transformers_version": "4.19.2",
  "use_cache": true,
  "vocab_size": 50257
}
```
4. Test perpexity on WIKITEXT103 testset and compare performance of the converted hugging models by following the guide
   - https://huggingface.co/docs/transformers/perplexity#calculating-ppl-with-fixedlength-models
5. Below table is my test results
   - Before means pre-trained models' and After means converted models'. 

|  | Before | After |
| -- | -- |-- |
| NVIDIA Megatron_345M | **14.77** | **17.15** |
| **My_Model_345M** | 15.73 | 23.89 |

### Expected behavior

```shell
I am wandering where the performance difference between converted Mine and Nvidia models comes from.

In addition, I do not know why the vocab size of Mine had been changed from 50,257 to 50,304.
(the number 50,304 means vocab size 50,257 plus dummy token)
I manually changed `activation_function` and `vocab_size` in config file of Mine to same with Nvidia and test it again. But, the performance difference is same.

I expect similar perplexity from converted hugging face models of both pre-trained my own model and Nvidia.
Do anyone have similar experience?
```

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