Fix duplicate call to save_checkpoint when using deepspeed

[MihaiBalint]

What does this PR do?

Drop duplicate call to deepspeed.save_checkpoint(), the trainer.save_model() function already handles that case.

Following this change: https://github.com/huggingface/transformers/pull/14652/files#diff-ed55888e6665791fe92cc8fc0c499da54f4ace6738551cd9a2591881cda076deR1986
The call to save_checkpoint() was duplicated.

I found this issue after seeing the following logs (note the last 4 lines):

[INFO|trainer.py:2033] 2021-12-26 19:42:00,421 >> Saving model checkpoint to finetuned-ro-en-dev/checkpoint-2
[INFO|configuration_utils.py:425] 2021-12-26 19:42:00,423 >> Configuration saved in finetuned-ro-en-dev/checkpoint-2/config.json
[INFO|modeling_utils.py:1070] 2021-12-26 19:44:09,064 >> Model weights saved in finetuned-ro-en-dev/checkpoint-2/pytorch_model.bin
[INFO|tokenization_utils_base.py:2043] 2021-12-26 19:44:09,110 >> tokenizer config file saved in finetuned-ro-en-dev/checkpoint-2/tokenizer_config.json
[INFO|tokenization_utils_base.py:2049] 2021-12-26 19:44:09,112 >> Special tokens file saved in finetuned-ro-en-dev/checkpoint-2/special_tokens_map.json
[2021-12-26 19:44:09,596] [INFO] [logging.py:69:log_dist] [Rank 0] Saving model checkpoint: finetuned-ro-en-dev/checkpoint-2/global_step2/mp_rank_00_model_states.pt
[2021-12-26 19:59:09,484] [INFO] [engine.py:2964:_save_zero_checkpoint] zero checkpoint saved finetuned-ro-en-dev/checkpoint-2/global_step2/zero_pp_rank_0_mp_rank_00_optim_states.pt
[2021-12-26 19:59:09,575] [INFO] [logging.py:69:log_dist] [Rank 0] Saving model checkpoint: finetuned-ro-en-dev/checkpoint-2/global_step2/mp_rank_00_model_states.pt
[2021-12-26 20:16:17,005] [INFO] [engine.py:2964:_save_zero_checkpoint] zero checkpoint saved finetuned-ro-en-dev/checkpoint-2/global_step2/zero_pp_rank_0_mp_rank_00_optim_states.pt

Before submitting

• This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
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• Did you write any new necessary tests?

Who can review?

• @stas00 @LysandreJik

[MihaiBalint]

Closed PR as it was created from the wrong branch

[stas00]

continued in #14946