[ROCm] Enable build option for autograd (#11945)
* add autograd build option
* disable UTs
* disable UTs
* UT-step1
* UT-step1
* UT-step2
* UT-step2
* UT-step2
* UT-step2
* UT-step2
* UT-step2
* Fix UTs
* increase shm
* code clean up
Co-authored-by: Ethan Tao <ettao@microsoft.com@orttrainingdev7.d32nl1ml4oruzj4qz3bqlggovf.px.internal.cloudapp.net>
