[from_pretrained] imporve the error message when `_no_split_modules` is not defined (#23861)
* Better warning
* Update src/transformers/modeling_utils.py
Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>
* format line
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Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>