Make get_last_lr in trainer backward compatible
Fixes https://github.com/huggingface/transformers/issues/3959 .

@julien-c 
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/4446?src=pr&el=h1) Report
> Merging [#4446](https://codecov.io/gh/huggingface/transformers/pull/4446?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/42e8fbfc51ae4990b24a3c92fa0c5d3481dfc821&el=desc) will **increase** coverage by `0.85%`.
> The diff coverage is `50.00%`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/4446/graphs/tree.svg?width=650&height=150&src=pr&token=9qOlN6Hb1c)](https://codecov.io/gh/huggingface/transformers/pull/4446?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #4446      +/-   ##
==========================================
+ Coverage   77.16%   78.02%   +0.85%     
==========================================
  Files         120      120              
  Lines       20087    20088       +1     
==========================================
+ Hits        15501    15673     +172     
+ Misses       4586     4415     -171     
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/4446?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [src/transformers/trainer.py](https://codecov.io/gh/huggingface/transformers/pull/4446/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90cmFpbmVyLnB5) | `41.60% <50.00%> (+1.22%)` | :arrow_up: |
| [src/transformers/modeling\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/4446/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ191dGlscy5weQ==) | `90.51% <0.00%> (+0.12%)` | :arrow_up: |
| [src/transformers/modeling\_openai.py](https://codecov.io/gh/huggingface/transformers/pull/4446/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19vcGVuYWkucHk=) | `81.78% <0.00%> (+1.37%)` | :arrow_up: |
| [src/transformers/modeling\_xlnet.py](https://codecov.io/gh/huggingface/transformers/pull/4446/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ194bG5ldC5weQ==) | `75.73% <0.00%> (+2.29%)` | :arrow_up: |
| [src/transformers/modeling\_ctrl.py](https://codecov.io/gh/huggingface/transformers/pull/4446/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19jdHJsLnB5) | `97.81% <0.00%> (+2.62%)` | :arrow_up: |
| [src/transformers/modeling\_roberta.py](https://codecov.io/gh/huggingface/transformers/pull/4446/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ19yb2JlcnRhLnB5) | `95.71% <0.00%> (+10.00%)` | :arrow_up: |
| [src/transformers/modeling\_tf\_pytorch\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/4446/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl9weXRvcmNoX3V0aWxzLnB5) | `89.93% <0.00%> (+81.20%)` | :arrow_up: |

------

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> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/4446?src=pr&el=footer). Last update [42e8fbf...740126d](https://codecov.io/gh/huggingface/transformers/pull/4446?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
<|||||>Thanks!