Issue a warning when zero_grad is used in DataParallel (#33064)
Summary:
Fixes https://github.com/pytorch/pytorch/issues/31768, second attempt of https://github.com/pytorch/pytorch/issues/32870
DataParallel creates replicas of the original `nn.Module` with the parameters duplicated onto the destination devices. Calling `backwards` will propagate gradients onto the original module parameters but calling `zero_grad` on the replica module doesn't clear the gradients from the parent module. However, any replica using backwards was broken anyway since the replica's parameters are not leaf nodes in autograd. So, we should issue a warning.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/33064
Differential Revision: D19790178
Pulled By: albanD
fbshipit-source-id: 886f36640acef4834a6fa57a26ce16b42ff0e9ad
