Raise warning for schedulers following chainable shedulers (#31125)
Summary:
Fixes https://github.com/pytorch/pytorch/issues/29697.
Raise warning for schedulers following chainable schedulers in https://github.com/pytorch/pytorch/issues/26423. See explanation for
* [new warning when load/save](https://github.com/pytorch/pytorch/issues/29697#issuecomment-564655802)
* [change from deprecation to user warning](https://github.com/pytorch/pytorch/issues/29697#issuecomment-564659775).
gchanan -- This should go in the upcoming release following https://github.com/pytorch/pytorch/issues/26423.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/31125
Differential Revision: D19143740
Pulled By: vincentqb
fbshipit-source-id: 35b55fe6c5b39ca5a68b1a6e19f14eb95b9a784e
