Move init_ddp_connection to distributed utilities

[kaushikb11]

What does this PR do?

It is duplicated in DDP & DDPSpawn plugins.

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

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[ananthsub]

fyi @four4fish as collective initialization could be part of #7534

if the plugin initializes the global procss group, then we have higher confidence that the global process group can be destroyed in the teardown

[codecov]

Codecov Report

Merging #9044 (cef5d3d) into master (8a93173) will increase coverage by 0%.
The diff coverage is 50%.

@@          Coverage Diff           @@
##           master   #9044   +/-   ##
======================================
  Coverage      93%     93%           
======================================
  Files         175     175           
  Lines       14379   14361   -18     
======================================
- Hits        13322   13312   -10     
+ Misses       1057    1049    -8     

[tchaton]

LGMT !

[ethanwharris]

LGTM 😃

[carmocca]

Hi @kaushikb11. Mind addressing the failing mypy job in a new PR?