Add note about multi-host dataset sharding.

keras_rs/src/layers/embedding/base_distributed_embedding.py

@@ -337,18 +337,33 @@ def step(data):
     embedding_layer = DistributedEmbedding(feature_configs)
 
     # Add preprocessing to a data input pipeline.
-    def train_dataset_generator():
-        for (inputs, weights), labels in iter(train_dataset):
+    def preprocessed_dataset_generator(dataset):
+        for (inputs, weights), labels in iter(dataset):
             yield embedding_layer.preprocess(
                 inputs, weights, training=True
             ), labels
 
-    preprocessed_train_dataset = train_dataset_generator()
+    preprocessed_train_dataset = preprocessed_dataset_generator(train_dataset)
     ```
     This explicit preprocessing stage combines the input and optional weights,
     so the new data can be passed directly into the `inputs` argument of the
     layer or model.
 
+    **NOTE**: When working in a multi-host setting with data parallelism, the
+    data needs to be sharded properly across hosts.  If the original dataset is
+    of type `tf.data.Dataset`, it will need to be manually sharded _prior_ to
+    applying the preprocess generator:
+    ```python
+    # Manually shard the dataset across hosts.
+    train_dataset = distribution.distribute_dataset(train_dataset)
+    distribution.auto_shard_dataset = False  # Dataset is already sharded.
+
+    # Add a preprocessing stage to the distributed data input pipeline.
+    train_dataset = preprocessed_dataset_generator(train_dataset)
+    ```
+    If the original dataset is _not_ a `tf.data.Dataset`, it must already be
+    pre-sharded across hosts.
+
     #### Usage in a Keras model
 
     Once the global distribution is set and the input preprocessing pipeline