Add warning to anomaly_mode doc fix #26408 (#26615)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/26615
Stack from [ghstack](https://github.com/ezyang/ghstack):
* **#26615 Add warning to anomaly_mode doc fix #26408**
Test Plan: Imported from OSS
Differential Revision: D17527854
Pulled By: albanD
fbshipit-source-id: d925dae049e64d88a50d08c46db33e3aabc1b849