document deepspeed.initialize() (#644)

Co-authored-by: Jeff Rasley <jerasley@microsoft.com>

docs/_tutorials/getting-started.md

@@ -31,6 +31,22 @@ construct and manage the training optimizer, data loader, and the learning rate
 scheduler based on the parameters passed to `deepspeed.initialize` and the
 DeepSpeed [configuration file](#deepspeed-configuration).
 
+If you already have a distributed environment setup, you'd need to replace:
+
+```python
+torch.distributed.init_process_group(...)
+```
+
+with:
+
+```python
+deepspeed.init_distributed()
+```
+
+The default is to use the NCCL backend, which DeepSpeed has been thoroughly tested with, but you can also [override the default](https://deepspeed.readthedocs.io/en/latest/initialize.html#distributed-initialization).
+
+But if you don't need the distributed environment setup until after `deepspeed.initialize()` you don't have to use this function, as DeepSpeed will automatically initialize the distributed environment during its `initialize`. Regardless, you will need to remove `torch.distributed.init_process_group` if you already had it in place.
+
 
 ### Training