Automatic clipping

[ParthS007]

Types of changes

• New feature (non-breaking change which adds functionality)

Motivation and Context / Related issue

Implements automatic clipping optimizers based on the paper "Automatic Clipping: Differentially Private Deep Learning Made Easier and Stronger" (https://arxiv.org/pdf/2206.07136).

Fixes #797

How Has This Been Tested (if it applies)

• Added unit tests in opacus/tests/automatic_clipping.py (3 tests, all passing)
• Added distributed multi-GPU tests in opacus/tests/multigpu_automatic_clipping_test.py
• Tested with both clipping="automatic" and clipping="automatic_per_layer" modes

Checklist

• The documentation is up-to-date with the changes I made.
• I have read the CONTRIBUTING document and completed the CLA (see CONTRIBUTING).
• All tests passed, and additional code has been covered with new tests.

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[ParthS007]

Request for review: @EnayatUllah