load_best_model_at_end failed due to "size mismatch" when DeepSpeed is used
## Environment info


- `transformers` version: 4.13.0.dev0
- Platform: Linux-5.4.0-91-generic-x86_64-with-glibc2.17
- Python version: 3.8.10
- PyTorch version (GPU?): 1.10.0+cu113 (True)
- Tensorflow version (GPU?): 2.7.0 (False)
- Flax version (CPU?/GPU?/TPU?): 0.3.6 (cpu)
- Jax version: 0.2.25
- JaxLib version: 0.1.74
- Using GPU in script?: Yes, 1 GPU
- Using distributed or parallel set-up in script?: No

### Who can help
@stas00

## Information

EleutherAI/gpt-neo-1.3B and EleutherAI/gpt-j-6B

The problem arises when using: run_clm.py with DeepSpeed and --load_best_model_at_end 

The tasks I am working on is: a toy fine-tuning

## To reproduce

Steps to reproduce the behavior:

1. Run run_clm.py without DeepSpeed finished successfully: 
```
+ export TOKENIZERS_PARALLELISM=false
+ TOKENIZERS_PARALLELISM=false
+ CUDA_VISIBLE_DEVICES=0
+ ./run_clm.py --model_name_or_path=EleutherAI/gpt-neo-1.3B --dataset_name=wikitext --dataset_config_name=wikitext-2-raw-v1 --output_dir=output.test --overwrite_output_dir=true --do_train=true --max_train_samples=100 --do_eval=true --max_eval_samples=100 --logging_strategy=steps --logging_steps=10 --evaluation_strategy=steps --eval_steps=3 --save_strategy=steps --save_steps=3 --save_total_limit=2 --load_best_model_at_end=true --per_device_train_batch_size=16 --per_device_eval_batch_size=4 --gradient_accumulation_steps=1 --gradient_checkpointing=true --num_train_epochs=2
```
2. Run similar command with DeepSpeed failed
```
+ export TOKENIZERS_PARALLELISM=false
+ TOKENIZERS_PARALLELISM=false
+ deepspeed --num_gpus 1 run_clm.py --deepspeed=zero3.json --model_name_or_path=EleutherAI/gpt-neo-1.3B --dataset_name=wikitext --dataset_config_name=wikitext-2-raw-v1 --output_dir=output.test --overwrite_output_dir=true --do_train=true --max_train_samples=100 --do_eval=true --max_eval_samples=100 --logging_strategy=steps --logging_steps=10 --evaluation_strategy=steps --eval_steps=3 --save_strategy=steps --save_steps=3 --save_total_limit=2 --load_best_model_at_end=true --per_device_train_batch_size=16 --per_device_eval_batch_size=4 --gradient_accumulation_steps=1 --gradient_checkpointing=true --num_train_epochs=2
```

Error stack:
```
Training completed. Do not forget to share your model on huggingface.co/models =)


[INFO|trainer.py:1431] 2021-12-05 01:29:52,800 >> Loading best model from output.test/checkpoint-9 (score: 2.5225963592529297).
Traceback (most recent call last):
  File "run_clm.py", line 536, in <module>
    main()
  File "run_clm.py", line 484, in main
    train_result = trainer.train(resume_from_checkpoint=checkpoint)
  File "/home/meiyang/src/transformers_fork/src/transformers/trainer.py", line 1440, in train
    self._load_state_dict_in_model(state_dict)
  File "/home/meiyang/src/transformers_fork/src/transformers/trainer.py", line 1472, in _load_state_dict_in_model
    load_result = self.model.load_state_dict(state_dict, strict=False)
  File "/home/meiyang/bin/miniconda3/envs/gptj/lib/python3.8/site-packages/torch/nn/modules/module.py", line 1482, in load_state_dict
    raise RuntimeError('Error(s) in loading state_dict for {}:\n\t{}'.format(
RuntimeError: Error(s) in loading state_dict for GPTNeoForCausalLM:
        size mismatch for transformer.wte.weight: copying a param with shape torch.Size([50257, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.wpe.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.0.attn.attention.k_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.0.attn.attention.v_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.0.attn.attention.q_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.0.attn.attention.out_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.0.mlp.c_fc.weight: copying a param with shape torch.Size([8192, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.0.mlp.c_proj.weight: copying a param with shape torch.Size([2048, 8192]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.1.attn.attention.k_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.1.attn.attention.v_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.1.attn.attention.q_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.1.attn.attention.out_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.1.mlp.c_fc.weight: copying a param with shape torch.Size([8192, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.1.mlp.c_proj.weight: copying a param with shape torch.Size([2048, 8192]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.2.attn.attention.k_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.2.attn.attention.v_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
        size mismatch for transformer.h.2.attn.attention.q_proj.weight: copying a param with shape torch.Size([2048, 2048]) from checkpoint, the shape in current model is torch.Size([1]).
:
```

## Expected behavior

--load_best_model_at_end should not crash with DeepSpeed

cc @stas00 <|||||>Thank you for this report, @dunalduck0 - I didn't have this "path" tested (or ever used it). I can reproduce the problem with a much faster:

```
rm -r output_dir; PYTHONPATH=src USE_TF=0 CUDA_VISIBLE_DEVICES=0 deepspeed --num_gpus=1 examples/pytorch/translation/run_translation.py --model_name_or_path hf-internal-testing/tiny-random-t5 --output_dir output_dir --overwrite_output_dir --per_device_train_batch_size 1 --sortish_sampler --source_lang en --target_lang ro --dataset_name wmt16 --dataset_config "ro-en" --source_prefix "translate English to Romanian: "  --deepspeed tests/deepspeed/ds_config_zero3.json  --do_train --max_train_samples 3 --do_eval --max_eval_samples 1 --logging_strategy steps --logging_steps 1 --evaluation_strategy steps --eval_steps 1 --save_strategy steps --save_steps 1  --load_best_model_at_end --per_device_train_batch_size 1 --per_device_eval_batch_size 1 --num_train_epochs 1
```

will work on solving it and report back when I have something to show.<|||||>Please try with this PR https://github.com/huggingface/transformers/pull/14652 and let me know if that fixes the issue for you.

Thank you.<|||||>Thank you @stas00. What do I do to get your fix into my local box? I have a Linux bot and a local copy of fork of Huggingface/transformer. It looks like your fix has not been merged into HuggingFace/transformers<|||||>Indeed, it's not merged yet. I need to add tests first.

Here are some of the ways you can try my PR's branch:

if you have `gh` installed (https://github.com/cli/cli)

```
git clone https://github.com/huggingface/transformers
cd transformers
gh pr checkout 14652
pip install -e .
```

Or you can clone my fork and switch to that branch:
```
git clone https://github.com/stas00/transformers
cd transformers
git checkout ds-load-best-model
pip install -e .
```

**update: The PR is ready to be merged, but I want to make sure you validate it first that it indeed solves the problem for you.**
<|||||>Will do it tonight<|||||>Perfect. I will merge as soon as you give me green light.<|||||>The fix worked on my box. Thank you stas00 for quick fix.

Minor comment: the logging confused me at first time. I saw DeepSpeed re-initialized everything and I almost thought the program restarted again :P.<|||||>Thank you for testing, @dunalduck0 

Once Deepspeed fixes this issue the full restart will go away