try import deepspeed when using zero (#130)

colossalai/zero/__init__.py

@@ -29,6 +29,7 @@ def convert_to_zero(model: nn.Module,
     :return: (model, optimizer)
     :rtype: Tuple
     """
+    import deepspeed
     assert level == 2 or level == 3, 'Only ZERO Optimizer Level 2 and 3 are provided'
     model = NaiveAMPModel(model, output_to_fp32=False)