Add support for MCR-DL to Megatron-LM

[Quentin-Anthony]

Similar to deepspeedai/Megatron-DeepSpeed#50

We want a Megatron fork based on MCR-DL. Need to create a new branch of https://github.com/OSU-Nowlab/Megatron-LM and replace all calls to torch.dist with mcr-dl.

I'll test once ready.

[RadhaGulhane13]

Please find PR for this issue (support for MCR-DL to Megatron-LM) : OSU-Nowlab/Megatron-LM#1
Above PR is dependent on https://github.com/OSU-Nowlab/MCR-DL/pull/17/files (Basically, wanted to have simplified access for mcr-dl)

Requesting to review https://github.com/OSU-Nowlab/MCR-DL/pull/17/files first and then OSU-Nowlab/Megatron-LM#1