Ensure DataParallel replicas can be saved (#37307)
Summary:
Fixes https://github.com/pytorch/pytorch/issues/37182
The `zero_grad` wrapper from `_replicate_for_data_parallel` can't be pickled. So instead, I set an attribute `_is_replica = True` and check for this in `Module.zero_grad`.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/37307
Differential Revision: D21246119
Pulled By: mrshenli
fbshipit-source-id: 4755786d48a20bc247570ba672de9dd526914ce1
