Update setup logic in training type plugins (sharded) [4 / 4]

[awaelchli]

What does this PR do?

Part of #9987
Follow up to #10010

Implements the _setup_models_and_optimizers() method for the sharded plugins. I'm updating both sharded plugins at the same time because their code is nearly identical. I make sure to reduce code duplication by refactoring the access to the helper methods that wrap the optimizers in OSS. Note however, this does not cover the FullySharded plugin.

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

No. Two signatures were changed but they are part of protected API.

Before submitting

• Was this discussed/approved via a GitHub issue? (not for typos and docs)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure your PR does only one thing, instead of bundling different changes together?
• Did you make sure to update the documentation with your changes? (if necessary)
• Did you write any new necessary tests? (not for typos and docs)
• Did you verify new and existing tests pass locally with your changes?
• Did you update the CHANGELOG? (not for typos, docs, test updates, or internal minor changes/refactorings)

PR review

Anyone in the community is free to review the PR once the tests have passed.
Before you start reviewing make sure you have read Review guidelines. In short, see the following bullet-list:

• Is this pull request ready for review? (if not, please submit in draft mode)
• Check that all items from Before submitting are resolved
• Make sure the title is self-explanatory and the description concisely explains the PR
• Add labels and milestones (and optionally projects) to the PR so it can be classified

Did you have fun?

I made sure I had fun coding 🙃

[codecov]

Codecov Report

Merging #10028 (c121f63) into master (d419028) will decrease coverage by 4%.
The diff coverage is 38%.

@@           Coverage Diff            @@
##           master   #10028    +/-   ##
========================================
- Coverage      93%      89%    -4%     
========================================
  Files         180      180            
  Lines       15912    15929    +17     
========================================
- Hits        14726    14105   -621     
- Misses       1186     1824   +638