shared allocator for on device training (#16432)
### Description
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New logic to share allocators among module, optimizer and eval sessions
for Training scenario
### Motivation and Context
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- If it fixes an open issue, please link to the issue here. -->
Previously on device training using shared allocator by sharing EP, now
with new mechanism to share allocator, we need to explicitly register
allocator in the environment.
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Co-authored-by: Lei Cao <leca@microsoft.com>
