[Deepspeed] [performance] inefficient load with `from_pretrained` w/ zero3

[stas00]

🚀 Feature request

Currently under Deepspeed stage3 with from_pretrained we:

a. loop over each sub-module in zero.Init

1. init the sub-module
2. shard and scatter the shards

b. then to load pre-trained weights we loop over each sub-module:

1. gather the shards
2. load_state_dict for the one layer layer
3. shard and scatter the shards

c. any sub-module params that weren't in the pretrained state_dict

1. run the postponed module_init as it was done in Pytorch - Lazy initialization of models #11471
2. shard and scatter the shards XXX: I actually don't think deepspeed.zero.GatheredParameters was handled here. so these params don't get ZeRO'ed - need to fix that [Deepspeed zero3] lazy weights init  #12272

Because we unnecessarily do scatter/gather/scatter, this takes much longer than just:

a. init the modules w/o allocating any storage as it has been implemented in pt-1.9.0/1.9.1 https://pytorch.org/tutorials/prototype/skip_param_init.html#implementation-details

b. for each sub-module with pretrained weights

1. load_state_dict
2. shard and scatter the shards

c. any sub-module params that weren't in the pretrained state_dict

1. materialize and module_init
2. shard and scatter the shards

Solving this will most likely require support from Deepspeed, deepspeedai/DeepSpeed#1142 or perhaps we can just try to remove zero.Init if the weights aren't materialized during model creation. So the very first sharding will get postponed to the load_state_dict stage (and module_init for the sub-modules that don't have pre-trained weights).