[MiCS]Add the path to support sequence_data_parallel on MiCS (#4926)
This pr is to match the latest update on sequence_data_parallel for
MiCS, sequence_data_parallel_group is added in the latest
Megatron-DeepSpeed init method
https://github.com/microsoft/Megatron-DeepSpeed/blob/main/pretrain_gpt.py#L39,
if we want to enable zero3+MiCS on GPT training it will be unsupported,
add the path to support the sequence_data_parallel can fix this issue.
Co-authored-by: Olatunji Ruwase <olruwase@microsoft.com>