checkpoint model on first step callback (#2906)

* checkpoint model on first step callback

* remove debug

* add test cases; update existing tests not to save on first step

* move test out of solo

* delete

* default to False

* typo

tests/e2e/multigpu/test_eval.py

@@ -67,6 +67,7 @@ class TestMultiGPUEval:
                 "logging_steps": 1,
                 "weight_decay": 0.0,
                 "use_tensorboard": True,
+                "save_first_step": False,
             }
         )
 
@@ -138,6 +139,7 @@ class TestMultiGPUEval:
                 "logging_steps": 1,
                 "weight_decay": 0.0,
                 "use_tensorboard": True,
+                "save_first_step": False,
             }
         )