[BE] Enable functional optim tests for windows

[rohan-varma]

Stack from ghstack:

• [BE] Enable PostLocalSGD tests on windows #63463
• -> [BE] Enable functional optim tests for windows #63462

Now that torch.distributed.optim gates DistributedOptimizer on RPC availability, these tests can be run on windows.

Differential Revision: D30358923

cc @pietern @mrshenli @pritamdamania87 @zhaojuanmao @satgera @rohan-varma @gqchen @aazzolini @osalpekar @jiayisuse @agolynski @SciPioneer @H-Huang @mrzzd @cbalioglu @gcramer23

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🔗 Helpful links

• 🧪 See artifacts and rendered test results at hud.pytorch.org/pr/63462
• 📄 Preview docs built from this PR

💊 CI failures summary and remediations

As of commit d33a554 (more details on the Dr. CI page):

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• 1/1 failures introduced in this PR

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🕵️ 1 new failure recognized by patterns

The following CI failures do not appear to be due to upstream breakages:

pytorch_linux_bionic_py3_6_clang9_noarch_test (1/1)

Step: "Run tests" (full log | diagnosis details | 🔁 rerun)

Aug 23 18:12:06 AssertionError: False is not tr...5788719267441804), which occurred at index (5, 5).

Aug 23 18:12:06   File "test_linalg.py", line 271, in test_linalg_lstsq
Aug 23 18:12:06     check_correctness_scipy(a, b, res, driver, rcond)
Aug 23 18:12:06   File "test_linalg.py", line 218, in check_correctness_scipy
Aug 23 18:12:06     check_correctness_ref(a, b, res, scipy_ref, driver=driver)
Aug 23 18:12:06   File "test_linalg.py", line 177, in check_correctness_ref
Aug 23 18:12:06     self.assertEqual(sol, solution_3d.select(0, i), atol=1e-5, rtol=1e-5)
Aug 23 18:12:06   File "/opt/conda/lib/python3.6/site-packages/torch/testing/_internal/common_utils.py", line 1575, in assertEqual
Aug 23 18:12:06     x, y, atol=atol, rtol=rtol, msg=msg, exact_dtype=exact_dtype, exact_device=exact_device
Aug 23 18:12:06   File "/opt/conda/lib/python3.6/site-packages/torch/testing/_internal/common_utils.py", line 1552, in assertEqual
Aug 23 18:12:06     super().assertTrue(result, msg=self._get_assert_msg(msg, debug_msg=debug_msg))
Aug 23 18:12:06 AssertionError: False is not true : Tensors failed to compare as equal!With rtol=1e-05 and atol=1e-05, found 241 element(s) (out of 256) whose difference(s) exceeded the margin of error (including 0 nan comparisons). The greatest difference was 0.6182836257459529 (0.9761708184203709 vs. 0.35788719267441804), which occurred at index (5, 5).
Aug 23 18:12:06 
Aug 23 18:12:07 ----------------------------------------------------------------------
Aug 23 18:12:07 Ran 5036 tests in 115.419s
Aug 23 18:12:07 
Aug 23 18:12:07 FAILED (failures=1, skipped=1418)
Aug 23 18:12:07 
Aug 23 18:12:07 Generating XML reports...
Aug 23 18:12:07 Generated XML report: test-reports/dist-gloo/test_linalg/TEST-TestLinalgCPU-20210823181011.xml
Aug 23 18:12:07 Generated XML report: test-reports/dist-gloo/test_linalg/TEST-TestLinalgMETA-20210823181011.xml
Aug 23 18:12:07 Traceback (most recent call last):

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This pull request has been merged in 16a4434.