`torch.compile` is ignored when using DeepSpeed
### System Info

Since #22279, `torch.compile` is called at the end of `_wrap_model`. However, [these lines](https://github.com/huggingface/transformers/blob/main/src/transformers/trainer.py#LL1397C1-L1398C34) immediately return the deepspeed engine, so `torch.compile` is never executed, even when asking for it in the training args. I don't think this is intended because DeepSpeed does not automatically run `torch.compile`, but please correct me if I am wrong. @stas00 @sgugger 

### Who can help?

_No response_

### 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. Install transformers and deepspeed with torch 2.0
2. Run any HF transformers training script with `--deepspeed ds_config.json --torch_compile`
3. See logs, no `torch.compile` logs to be found. this means training is slower with zero 0 than without using deepspeed (due to the lack of speedup from compilation)

### Expected behavior

`torch.compile` should still be called somewhere in the trainer when using DeepSpeed 
I don't think DeepSpeed support `torch.compile` yet, so this was done intentionally. If the situation has changed, we can of course revisit.<|||||>What Sylvain said, wrt the 2 not working together.

But it's not that Deepspeed doesn't support `torch.compile`, it's rather that `torch.compile` is very immature - somewhere between alpha and beta state based on my experiments - many other things break with `torch.compile` besides Deepspeed.<|||||>This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

Please note that issues that do not follow the [contributing guidelines](https://github.com/huggingface/transformers/blob/main/CONTRIBUTING.md) are likely to be ignored.