Update setup logic in training type plugins (deepspeed) [2 / n]

[awaelchli]

What does this PR do?

Part of #9987
Follow up to #9994

Implements _setup_models_and_optimizers for the Deepspeed plugin

Does your PR introduce any breaking changes? If yes, please list them.

No.

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Did you have fun?

I made sure I had fun coding 🙃

[tchaton]

LGTM !

[codecov]

Codecov Report

Merging #10009 (40df8e6) into master (e8beceb) will increase coverage by 4%.
The diff coverage is 56%.

@@           Coverage Diff            @@
##           master   #10009    +/-   ##
========================================
+ Coverage      89%      93%    +4%     
========================================
  Files         180      180            
  Lines       15854    15868    +14     
========================================
+ Hits        14066    14685   +619     
+ Misses       1788     1183   -605