Avoid using default process group in ProcessGroupAgent. (#39909)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/39909
As described in https://github.com/pytorch/pytorch/issues/33583,
ProcessGroupAgent initializes the default process group and this causes issues
if the user initializes the default process group themsleves. Either the RPC
initialization would fail or the user's process group initialization would
fail.
To avoid this, I've changed ProcessGroupAgent init to create its own
ProcessGroupGloo and not use the default one at all.
Closes: https://github.com/pytorch/pytorch/issues/33583
ghstack-source-id: 105953303
Test Plan: waitforbuildbot
Differential Revision: D22011868
fbshipit-source-id: 7346a3fcb2821a0bc08e0bdc0625947abb5ae16f
