Fixed the bug related to saving DeepSpeed models. (#6628)
* Fixed the bug related to saving DeepSpeed models.
* Add information about training SD models using DeepSpeed to the README.
* Apply suggestions from code review
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Co-authored-by: mhh001 <mahonghao1@huawei.com>
Co-authored-by: Sayak Paul <spsayakpaul@gmail.com>