Update LR scheduler configuration (#5846)
This PR is based on https://github.com/microsoft/DeepSpeed/issues/5726.
The current lr scheduler initialization always prioritize config over
manual defined scheduler in the code. However, the optimizer
initialization implementation prioritize manual defined optimizer over
config. This PR aims to make initialization behavior for both optimizer
and lr scheduler consistent where if lr scheduler is defined in the
code, then it will overwrite config.
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Co-authored-by: Olatunji Ruwase <olruwase@microsoft.com>
