[gemini] support save state dict in shards (#3581)

* [gemini] support state dict shard

* [gemini] add test state dict shard

* [gemini] polish docstr

* [gemini] fix merge

* [gemini] polish code

tests/test_zero/test_gemini/test_zeroddp_state_dict_shard.py

@@ -0,0 +1,56 @@
+import pytest
+import torch
+from torch.testing import assert_close
+
+import colossalai
+from colossalai.testing import parameterize, rerun_if_address_is_in_use, spawn
+from colossalai.utils.cuda import get_current_device
+from colossalai.zero import ColoInitContext, ZeroDDP
+from colossalai.zero.gemini.chunk import ChunkManager, search_chunk_configuration
+from colossalai.zero.gemini.gemini_mgr import GeminiManager
+from tests.components_to_test.registry import non_distributed_component_funcs
+
+
+@parameterize('placement_policy', ['cuda', 'cpu'])
+@parameterize('model_name', ['gpt2', 'bert'])
+def exam_state_dict(placement_policy, model_name: str):
+    get_components_func = non_distributed_component_funcs.get_callable(model_name)
+    model_builder, train_dataloader, test_dataloader, optimizer_class, criterion = get_components_func()
+
+    with ColoInitContext(device=get_current_device()):
+        model = model_builder()
+
+    model_size = sum(p.numel() * p.element_size() for p in model.parameters()) / 1024**2
+
+    config_dict, *_ = search_chunk_configuration(model, search_range_mb=1, search_interval_byte=100)
+    chunk_manager = ChunkManager(config_dict)
+    gemini_manager = GeminiManager(placement_policy, chunk_manager)
+    model = ZeroDDP(model, gemini_manager)
+    model.train()
+
+    zero_dict = model.state_dict(only_rank_0=False)
+    accumulated_keys = set()
+    # ensure number of shards > 1
+    for shard in model.state_dict_shard(max_shard_size=(model_size / 3), only_rank_0=False):
+        for key, value in shard.items():
+            assert key not in accumulated_keys, f"key `{key}` is duplicated."
+            accumulated_keys.add(key)
+            assert key in zero_dict, f"{key} not in ZeRO dictionary."
+            assert torch.equal(value, zero_dict[key]), f"{key} not equal."
+
+
+def run_dist(rank, world_size, port):
+    config = {}
+    colossalai.launch(config=config, rank=rank, world_size=world_size, host='localhost', port=port, backend='nccl')
+    exam_state_dict()
+
+
+@pytest.mark.dist
+@pytest.mark.parametrize('world_size', [1, 4])
+@rerun_if_address_is_in_use()
+def test_zero_ddp_state_dict_shard(world_size):
+    spawn(run_dist, world_size)
+
+
+if __name__ == '__main__':
+    test_zero_ddp_state_dict_shard(1)